+12.0%
GEHC vs TMF
-65.1%
+77.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -5.2% | +1.0% | -6.2% | -5.3% |
| 30D | -7.0% | -1.8% | -5.1% | -6.8% |
| 3M | +3.3% | -8.2% | +11.6% | +4.1% |
| 6M | -10.0% | -19.5% | +9.5% | -8.1% |
| YTD | -18.5% | -16.0% | -2.5% | -17.1% |
| 1Y | -14.4% | -22.5% | +8.1% | -12.4% |
| 3Y | +3.4% | -42.3% | +45.7% | +5.5% |
| All | +12.0% | -65.1% | +77.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling