+17.5%
GEHC vs TMF
-31.3%
+48.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.2% |
| 7D | -2.3% | -8.2% | +5.9% | -0.9% |
| 30D | +19.0% | +5.3% | +13.7% | +18.0% |
| 3M | +13.3% | -8.5% | +21.8% | +14.8% |
| 6M | +31.5% | -17.2% | +48.7% | +35.1% |
| YTD | 0.0% | -23.4% | +23.4% | +4.0% |
| 1Y | +9.4% | -30.2% | +39.6% | +15.3% |
| All | +17.5% | -31.3% | +48.8% | +24.7% |
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