-6.9%
GEHC vs TSEM
+259.4%
-266.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.8% | -9.1% | -1.0% |
| 7D | -4.0% | +6.9% | -10.9% | -3.8% |
| 30D | -2.0% | +5.3% | -7.3% | -1.7% |
| 3M | +8.0% | -14.9% | +22.9% | +8.1% |
| 6M | -12.8% | +80.0% | -92.8% | -15.2% |
| YTD | -15.9% | +89.4% | -105.3% | -19.2% |
| 1Y | -6.9% | +253.1% | -260.0% | -11.5% |
| All | -6.9% | +259.4% | -266.3% | -11.5% |
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