-10.5%
GEHC vs BTSG
+416.6%
-427.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -7.6% | +2.9% | -10.5% | -8.1% |
| 30D | -10.7% | +0.9% | -11.5% | -10.9% |
| 3M | -1.2% | +1.6% | -2.8% | -2.7% |
| 6M | -13.7% | +46.8% | -60.5% | -21.3% |
| YTD | -20.4% | +65.5% | -86.0% | -29.2% |
| 1Y | -17.0% | +136.2% | -153.3% | -31.2% |
| All | -10.5% | +416.6% | -427.1% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling