+12.0%
GEHC vs TPR
+247.6%
-235.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | -2.1% |
| 7D | -5.2% | -3.4% | -1.8% | -4.3% |
| 30D | -7.0% | -27.3% | +20.3% | +0.3% |
| 3M | +3.3% | -16.2% | +19.5% | +7.0% |
| 6M | -10.0% | -17.9% | +7.9% | -6.7% |
| YTD | -18.5% | -7.1% | -11.4% | -18.4% |
| 1Y | -14.4% | +13.6% | -28.0% | -19.1% |
| 3Y | +3.4% | +293.7% | -290.3% | -27.4% |
| All | +12.0% | +247.6% | -235.6% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling