-12.4%
GEHC vs TEM
+60.7%
-73.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -3.0% |
| 7D | -5.2% | +3.2% | -8.4% | -5.5% |
| 30D | -7.0% | +23.5% | -30.5% | -9.2% |
| 3M | +3.3% | +32.3% | -29.0% | -0.4% |
| 6M | -10.0% | +23.0% | -33.0% | -13.1% |
| YTD | -18.5% | +8.9% | -27.3% | -20.5% |
| 1Y | -14.4% | -19.9% | +5.5% | -14.5% |
| All | -12.4% | +60.7% | -73.1% | -19.0% |
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