-3.5%
GEHC vs TDG
+52.1%
-55.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.0% |
| 7D | -7.2% | -1.9% | -5.3% | -6.5% |
| 30D | -11.6% | -7.7% | -3.9% | -8.8% |
| 3M | -0.8% | -9.3% | +8.5% | +2.4% |
| 6M | -11.9% | -9.4% | -2.5% | -9.3% |
| YTD | -21.9% | -14.3% | -7.7% | -18.3% |
| 1Y | -17.8% | -11.8% | -6.0% | -15.5% |
| 3Y | -3.5% | +52.0% | -55.5% | -17.9% |
| All | -3.5% | +52.1% | -55.7% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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