-1.7%
GEHC vs TRU
-2.1%
+0.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -7.6% | -6.5% | -1.2% | -5.7% |
| 30D | -10.7% | -2.5% | -8.2% | -10.0% |
| 3M | -1.2% | +10.4% | -11.6% | -4.6% |
| 6M | -13.7% | +1.6% | -15.4% | -14.9% |
| YTD | -20.4% | -9.7% | -10.7% | -19.0% |
| 1Y | -17.0% | -17.3% | +0.2% | -13.4% |
| All | -1.7% | -2.1% | +0.5% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling