+39.3%
GEHC vs TSEM
+218.5%
-179.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.9% | +8.4% | +1.8% |
| 7D | +0.8% | +7.0% | -6.2% | +0.3% |
| 30D | +21.3% | -29.8% | +51.1% | +23.4% |
| 3M | +12.6% | -41.9% | +54.5% | +15.7% |
| 6M | +34.3% | -45.8% | +80.0% | +37.4% |
| YTD | +1.4% | +25.1% | -23.7% | -10.6% |
| 1Y | +12.5% | +48.2% | -35.8% | -4.4% |
| 3Y | +19.2% | +476.5% | -457.3% | -26.6% |
| All | +39.3% | +218.5% | -179.2% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling