+7.2%
GEHC vs TRI
-8.9%
+16.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -7.2% | -7.9% | +0.7% | -5.5% |
| 30D | -11.6% | -4.5% | -7.0% | -10.8% |
| 3M | -0.8% | +22.1% | -22.9% | -5.1% |
| 6M | -11.9% | -2.8% | -9.1% | -11.8% |
| YTD | -21.9% | -23.4% | +1.5% | -14.8% |
| 1Y | -17.8% | -41.5% | +23.7% | -0.5% |
| 3Y | -3.5% | -19.2% | +15.7% | +1.8% |
| All | +7.2% | -8.9% | +16.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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