+7.2%
GEHC vs TRU
+30.0%
-22.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -7.2% | -2.7% | -4.4% | -6.3% |
| 30D | -11.6% | -2.0% | -9.5% | -11.1% |
| 3M | -0.8% | +18.4% | -19.3% | -6.3% |
| 6M | -11.9% | +8.9% | -20.8% | -14.9% |
| YTD | -21.9% | -8.9% | -13.0% | -20.8% |
| 1Y | -17.8% | -15.9% | -2.0% | -14.8% |
| 3Y | -3.5% | -1.1% | -2.5% | -5.0% |
| All | +7.2% | +30.0% | -22.8% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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