-14.5%
GEHC vs TEM
+53.2%
-67.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.7% | +2.3% | -2.0% |
| 7D | -7.6% | -1.1% | -6.6% | -7.6% |
| 30D | -10.7% | +11.3% | -21.9% | -12.0% |
| 3M | -1.2% | +25.5% | -26.7% | -4.3% |
| 6M | -13.7% | +17.1% | -30.9% | -16.3% |
| YTD | -20.4% | +3.8% | -24.2% | -22.1% |
| 1Y | -17.0% | -24.4% | +7.3% | -16.6% |
| All | -14.5% | +53.2% | -67.7% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling