+38.2%
GEHC vs TPR
+292.6%
-254.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +7.6% | +14.2% | -6.6% | +4.0% |
| 30D | +27.5% | +17.1% | +10.4% | +22.4% |
| 3M | +17.2% | -17.7% | +34.9% | +22.2% |
| 6M | +33.6% | -10.2% | +43.8% | +35.2% |
| YTD | +0.6% | +4.9% | -4.3% | -2.6% |
| 1Y | +11.3% | +36.1% | -24.8% | +0.3% |
| 3Y | +16.5% | +416.5% | -400.0% | -22.8% |
| All | +38.2% | +292.6% | -254.4% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling