+15.7%
GEHC vs TSEM
+79.9%
-64.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -8.7% | +15.1% | +6.0% |
| 7D | +13.2% | -23.1% | +36.3% | +12.1% |
| 30D | +30.6% | -40.4% | +71.0% | +28.6% |
| 3M | +22.2% | -37.9% | +60.1% | +20.5% |
| 6M | +40.8% | -30.8% | +71.6% | +37.9% |
| YTD | +4.8% | +26.7% | -21.9% | +0.1% |
| 1Y | +15.7% | +80.5% | -64.7% | +7.9% |
| All | +15.7% | +79.9% | -64.2% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling