+37.3%
GEHC vs TD
+126.6%
-89.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.3% | +0.6% | -2.9% | -2.5% |
| 30D | +19.0% | +5.0% | +14.1% | +16.8% |
| 3M | +13.3% | +1.1% | +12.2% | +12.6% |
| 6M | +31.5% | +16.5% | +15.1% | +21.6% |
| YTD | 0.0% | +34.3% | -34.3% | -13.7% |
| 1Y | +9.4% | +52.9% | -43.5% | -11.1% |
| 3Y | +18.3% | +132.2% | -113.9% | -20.5% |
| All | +37.3% | +126.6% | -89.3% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling