-9.6%
GEHC vs TEM
+61.6%
-71.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -4.0% | +0.9% | -4.9% | -4.1% |
| 30D | -2.0% | +38.4% | -40.3% | -5.5% |
| 3M | +8.0% | +23.7% | -15.7% | +4.7% |
| 6M | -12.8% | +26.0% | -38.8% | -15.9% |
| YTD | -15.9% | +9.4% | -25.4% | -18.1% |
| 1Y | -6.9% | -17.3% | +10.4% | -7.2% |
| All | -9.6% | +61.6% | -71.2% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling