+15.5%
GEHC vs TPR
+261.1%
-245.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.0% | -2.3% | -1.7% | -3.4% |
| 30D | -2.0% | -23.0% | +21.0% | +4.1% |
| 3M | +8.0% | -12.5% | +20.4% | +10.5% |
| 6M | -12.8% | -21.4% | +8.7% | -8.5% |
| YTD | -15.9% | -3.5% | -12.4% | -16.7% |
| 1Y | -6.9% | +17.4% | -24.3% | -12.8% |
| 3Y | 0.0% | +291.3% | -291.3% | -30.0% |
| All | +15.5% | +261.1% | -245.6% | -22.9% |
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 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