+12.0%
GEHC vs XME
+143.1%
-131.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.4% |
| 7D | -5.2% | +3.6% | -8.8% | -6.3% |
| 30D | -7.0% | +3.6% | -10.6% | -8.2% |
| 3M | +3.3% | +1.2% | +2.1% | +2.6% |
| 6M | -10.0% | +9.0% | -19.0% | -13.8% |
| YTD | -18.5% | +15.9% | -34.4% | -25.1% |
| 1Y | -14.4% | +43.2% | -57.6% | -29.5% |
| 3Y | +3.4% | +137.4% | -133.9% | -34.2% |
| All | +12.0% | +143.1% | -131.2% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling