+7.7%
GEHC vs TRU
+28.7%
-21.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -7.9% | -9.4% | +1.5% | -4.9% |
| 30D | -11.7% | -4.1% | -7.6% | -10.6% |
| 3M | +0.8% | +13.6% | -12.8% | -3.5% |
| 6M | -11.6% | +3.6% | -15.2% | -13.3% |
| YTD | -21.6% | -9.8% | -11.7% | -20.1% |
| 1Y | -15.3% | -13.6% | -1.7% | -13.0% |
| 3Y | -0.5% | -2.0% | +1.5% | -1.7% |
| All | +7.7% | +28.7% | -21.0% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling