+7.2%
GEHC vs TRGP
+337.4%
-330.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -7.2% | +0.1% | -7.2% | -7.2% |
| 30D | -11.6% | +8.0% | -19.6% | -13.4% |
| 3M | -0.8% | +8.3% | -9.1% | -3.4% |
| 6M | -11.9% | +23.9% | -35.8% | -18.1% |
| YTD | -21.9% | +59.6% | -81.6% | -33.6% |
| 1Y | -17.8% | +79.4% | -97.3% | -33.3% |
| 3Y | -3.5% | +269.4% | -273.0% | -34.3% |
| All | +7.2% | +337.4% | -330.2% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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