+9.3%
GEHC vs TSEM
+369.6%
-360.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.3% |
| 7D | -7.6% | +4.7% | -12.4% | -8.0% |
| 30D | -10.7% | -14.2% | +3.6% | -9.8% |
| 3M | -1.2% | -5.0% | +3.8% | -2.5% |
| 6M | -13.7% | +87.6% | -101.3% | -24.4% |
| YTD | -20.4% | +84.4% | -104.9% | -31.1% |
| 1Y | -17.0% | +235.4% | -252.4% | -37.0% |
| 3Y | +0.9% | +668.0% | -667.0% | -38.7% |
| All | +9.3% | +369.6% | -360.3% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling