+40.3%
GEHC vs TPR
+300.9%
-260.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +3.7% | +12.1% | -8.4% | +0.7% |
| 30D | +27.3% | +16.7% | +10.6% | +22.4% |
| 3M | +14.7% | -17.4% | +32.1% | +19.6% |
| 6M | +31.9% | +2.3% | +29.7% | +29.3% |
| YTD | +2.2% | +7.1% | -4.9% | -1.6% |
| 1Y | +14.1% | +29.5% | -15.4% | +4.3% |
| 3Y | +21.0% | +415.0% | -394.1% | -20.0% |
| All | +40.3% | +300.9% | -260.6% | -8.9% |
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