+7.7%
GEHC vs TNA
+94.2%
-86.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.7% |
| 7D | -7.9% | -7.6% | -0.3% | -6.1% |
| 30D | -11.7% | -13.6% | +1.9% | -8.6% |
| 3M | +0.8% | +2.8% | -2.0% | -0.7% |
| 6M | -11.6% | +34.5% | -46.1% | -19.4% |
| YTD | -21.6% | +41.0% | -62.6% | -29.9% |
| 1Y | -15.3% | +52.0% | -67.3% | -26.4% |
| 3Y | -0.5% | +103.5% | -104.0% | -26.8% |
| All | +7.7% | +94.2% | -86.5% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling