+39.3%
GEHC vs TD
+126.5%
-87.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | +0.8% | +1.1% | -0.3% | +0.3% |
| 30D | +21.3% | +5.2% | +16.1% | +18.9% |
| 3M | +12.6% | +1.2% | +11.3% | +11.9% |
| 6M | +34.3% | +17.7% | +16.5% | +23.4% |
| YTD | +1.4% | +34.2% | -32.8% | -12.4% |
| 1Y | +12.5% | +55.4% | -43.0% | -9.2% |
| 3Y | +19.2% | +130.4% | -111.2% | -19.7% |
| All | +39.3% | +126.5% | -87.2% | -8.6% |
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