+9.3%
GEHC vs TRGP
+339.1%
-329.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | -7.6% | -0.7% | -6.9% | -7.5% |
| 30D | -10.7% | +9.5% | -20.1% | -12.9% |
| 3M | -1.2% | +10.8% | -12.0% | -4.4% |
| 6M | -13.7% | +25.3% | -39.1% | -20.1% |
| YTD | -20.4% | +60.3% | -80.7% | -32.3% |
| 1Y | -17.0% | +84.6% | -101.6% | -33.3% |
| 3Y | +0.9% | +264.4% | -263.4% | -31.1% |
| All | +9.3% | +339.1% | -329.8% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling