+23.7%
GEHC vs TAP
-24.9%
+48.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.4% |
| 7D | +5.6% | -7.8% | +13.5% | +8.8% |
| 30D | +27.9% | +7.1% | +20.8% | +24.6% |
| 3M | +17.1% | -7.0% | +24.2% | +20.1% |
| 6M | +32.5% | -3.8% | +36.3% | +34.0% |
| YTD | +2.7% | -11.7% | +14.4% | +5.8% |
| 1Y | +15.3% | -10.1% | +25.4% | +17.6% |
| 3Y | +23.7% | -23.7% | +47.4% | +37.6% |
| All | +23.7% | -24.9% | +48.6% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling