-17.8%
GEHC vs TNA
+52.8%
-70.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -7.2% | -7.3% | +0.1% | -5.7% |
| 30D | -11.6% | -14.2% | +2.6% | -8.8% |
| 3M | -0.8% | -4.6% | +3.7% | -0.6% |
| 6M | -11.9% | +36.9% | -48.8% | -20.5% |
| YTD | -21.9% | +42.5% | -64.5% | -30.8% |
| 1Y | -17.8% | +45.8% | -63.6% | -27.6% |
| All | -17.8% | +52.8% | -70.7% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling