+7.2%
GEHC vs TCOM
+12.7%
-5.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -7.2% | -4.9% | -2.3% | -6.5% |
| 30D | -11.6% | -14.4% | +2.8% | -9.5% |
| 3M | -0.8% | -17.7% | +16.8% | +1.8% |
| 6M | -11.9% | -25.1% | +13.2% | -8.4% |
| YTD | -21.9% | -45.7% | +23.8% | -15.4% |
| 1Y | -17.8% | -47.9% | +30.0% | -10.4% |
| 3Y | -3.5% | +8.9% | -12.5% | -4.8% |
| All | +7.2% | +12.7% | -5.5% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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