+39.3%
GEHC vs TMF
-68.6%
+107.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.6% |
| 7D | +0.8% | -9.3% | +10.0% | +1.8% |
| 30D | +21.3% | +1.9% | +19.4% | +21.0% |
| 3M | +12.6% | -11.2% | +23.8% | +13.9% |
| 6M | +34.3% | -17.7% | +52.0% | +36.8% |
| YTD | +1.4% | -24.5% | +25.9% | +4.2% |
| 1Y | +12.5% | -29.4% | +41.9% | +16.2% |
| 3Y | +19.2% | -33.4% | +52.6% | +22.9% |
| All | +39.3% | -68.6% | +107.9% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling