+9.3%
GEHC vs TAP
-16.4%
+25.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | -7.6% | -5.1% | -2.6% | -5.9% |
| 30D | -10.7% | -8.4% | -2.2% | -7.9% |
| 3M | -1.2% | -3.9% | +2.7% | +0.1% |
| 6M | -13.7% | -14.4% | +0.6% | -9.5% |
| YTD | -20.4% | -14.7% | -5.7% | -16.9% |
| 1Y | -17.0% | -18.7% | +1.6% | -12.0% |
| 3Y | +0.9% | -32.6% | +33.6% | +14.6% |
| All | +9.3% | -16.4% | +25.7% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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