+12.0%
GEHC vs TRU
+29.9%
-17.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.1% |
| 7D | -5.2% | -7.2% | +2.0% | -2.9% |
| 30D | -7.0% | -2.8% | -4.1% | -6.2% |
| 3M | +3.3% | +13.0% | -9.7% | -1.0% |
| 6M | -10.0% | +0.7% | -10.7% | -10.9% |
| YTD | -18.5% | -9.0% | -9.5% | -17.2% |
| 1Y | -14.4% | -16.3% | +1.9% | -11.0% |
| 3Y | +3.4% | -1.1% | +4.5% | +1.8% |
| All | +12.0% | +29.9% | -17.9% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling