-12.2%
GEHC vs BTSG
+389.4%
-401.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | -7.2% | -3.3% | -3.9% | -6.7% |
| 30D | -11.6% | -1.6% | -10.0% | -11.4% |
| 3M | -0.8% | -6.9% | +6.1% | -0.8% |
| 6M | -11.9% | +42.1% | -54.0% | -19.3% |
| YTD | -21.9% | +56.8% | -78.8% | -30.0% |
| 1Y | -17.8% | +109.8% | -127.7% | -30.4% |
| All | -12.2% | +389.4% | -401.6% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling