-11.8%
GEHC vs BTSG
+382.3%
-394.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.6% | +5.2% | -0.4% |
| 7D | -7.9% | -5.8% | -2.1% | -7.0% |
| 30D | -11.7% | 0.0% | -11.7% | -11.8% |
| 3M | +0.8% | -4.5% | +5.3% | +0.3% |
| 6M | -11.6% | +40.0% | -51.6% | -18.8% |
| YTD | -21.6% | +54.6% | -76.1% | -29.5% |
| 1Y | -15.3% | +106.1% | -121.4% | -28.1% |
| All | -11.8% | +382.3% | -394.1% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling