+9.3%
GEHC vs TDY
+43.1%
-33.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.7% |
| 7D | -7.6% | -1.8% | -5.8% | -6.9% |
| 30D | -10.7% | -13.8% | +3.1% | -4.6% |
| 3M | -1.2% | -3.9% | +2.7% | -0.4% |
| 6M | -13.7% | -9.0% | -4.7% | -10.7% |
| YTD | -20.4% | +16.5% | -37.0% | -28.1% |
| 1Y | -17.0% | +9.3% | -26.3% | -22.6% |
| 3Y | +0.9% | +45.1% | -44.2% | -18.5% |
| All | +9.3% | +43.1% | -33.8% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 all: compounded portfolio wealth divided by compounded TDY 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…
all analysis · Full analysis span regression · 6 months rolling