+38.6%
GEHC vs XME
+97.2%
-58.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.4% |
| 7D | -3.7% | +1.5% | -5.3% | -4.2% |
| 30D | +22.0% | -7.3% | +29.3% | +24.5% |
| 3M | +13.6% | -17.4% | +31.0% | +19.9% |
| 6M | +34.0% | -21.8% | +55.8% | +43.4% |
| YTD | +0.9% | -6.0% | +6.9% | -1.4% |
| 1Y | +12.7% | +3.8% | +9.0% | +5.3% |
| 3Y | +19.4% | +100.0% | -80.6% | -20.3% |
| All | +38.6% | +97.2% | -58.6% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling