+15.5%
GEHC vs XME
+140.4%
-125.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -4.0% | -0.1% | -3.9% | -4.0% |
| 30D | -2.0% | +6.0% | -8.0% | -3.9% |
| 3M | +8.0% | -7.7% | +15.7% | +10.8% |
| 6M | -12.8% | +1.0% | -13.7% | -14.0% |
| YTD | -15.9% | +14.6% | -30.6% | -22.5% |
| 1Y | -6.9% | +46.0% | -52.9% | -24.1% |
| 3Y | 0.0% | +127.0% | -127.1% | -35.5% |
| All | +15.5% | +140.4% | -125.0% | -29.3% |
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