-15.7%
GEHC vs TEM
+46.9%
-62.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -1.0% |
| 7D | -7.9% | -9.2% | +1.3% | -7.0% |
| 30D | -11.7% | +5.5% | -17.2% | -12.5% |
| 3M | +0.8% | +18.7% | -17.9% | -1.8% |
| 6M | -11.6% | +15.4% | -27.0% | -14.1% |
| YTD | -21.6% | -0.5% | -21.0% | -22.9% |
| 1Y | -15.3% | -24.8% | +9.5% | -14.8% |
| All | -15.7% | +46.9% | -62.5% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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