+16.5%
GEHC vs TMF
-25.3%
+41.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | +7.6% | +1.2% | +6.4% | +7.4% |
| 30D | +27.5% | +19.7% | +7.7% | +23.8% |
| 3M | +17.2% | -2.1% | +19.3% | +17.4% |
| 6M | +33.6% | -13.4% | +47.0% | +36.3% |
| YTD | +0.6% | -16.7% | +17.4% | +3.3% |
| 1Y | +11.3% | -23.3% | +34.6% | +15.5% |
| 3Y | +16.5% | -24.8% | +41.3% | +19.0% |
| All | +16.5% | -25.3% | +41.8% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling