+7.2%
GEHC vs TPG
+77.5%
-70.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.0% |
| 7D | -7.2% | -9.4% | +2.3% | -4.4% |
| 30D | -11.6% | -5.3% | -6.3% | -10.2% |
| 3M | -0.8% | +12.9% | -13.8% | -5.1% |
| 6M | -11.9% | +20.1% | -32.0% | -17.6% |
| YTD | -21.9% | -22.5% | +0.6% | -16.2% |
| 1Y | -17.8% | -19.7% | +1.8% | -13.1% |
| 3Y | -3.5% | +81.2% | -84.7% | -25.0% |
| All | +7.2% | +77.5% | -70.4% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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