+8.5%
GEHC vs TEM
+98.6%
-90.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | -3.7% | +5.1% | -8.8% | -4.3% |
| 30D | +22.0% | +16.8% | +5.2% | +19.9% |
| 3M | +13.6% | +42.6% | -29.0% | +8.6% |
| 6M | +34.0% | +63.9% | -29.9% | +25.5% |
| YTD | +0.9% | +34.5% | -33.6% | -4.2% |
| 1Y | +12.7% | +11.0% | +1.7% | +8.9% |
| All | +8.5% | +98.6% | -90.1% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling