+7.2%
GEHC vs TD
+119.8%
-112.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -7.2% | -0.5% | -6.6% | -6.9% |
| 30D | -11.6% | -1.9% | -9.7% | -10.9% |
| 3M | -0.8% | +4.8% | -5.6% | -3.6% |
| 6M | -11.9% | +28.0% | -39.9% | -22.3% |
| YTD | -21.9% | +30.3% | -52.2% | -31.8% |
| 1Y | -17.8% | +59.8% | -77.6% | -34.6% |
| 3Y | -3.5% | +124.7% | -128.2% | -34.3% |
| All | +7.2% | +119.8% | -112.7% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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