+3.6%
GEHC vs TLN
+630.2%
-626.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.7% | -2.1% |
| 7D | +7.6% | -1.3% | +8.9% | +7.5% |
| 30D | +27.5% | -10.5% | +37.9% | +28.2% |
| 3M | +17.2% | +0.1% | +17.1% | +16.7% |
| 6M | +33.6% | -17.4% | +51.0% | +34.6% |
| YTD | +0.6% | -9.7% | +10.3% | -0.2% |
| 1Y | +11.3% | -12.3% | +23.5% | +10.5% |
| 3Y | +16.5% | +528.3% | -511.8% | -14.9% |
| All | +3.6% | +630.2% | -626.6% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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