+37.3%
GEHC vs TT
+153.8%
-116.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.3% | +8.1% | -10.3% | -4.1% |
| 30D | +19.0% | -11.3% | +30.3% | +22.2% |
| 3M | +13.3% | -11.2% | +24.5% | +16.2% |
| 6M | +31.5% | -8.9% | +40.4% | +32.9% |
| YTD | 0.0% | +9.7% | -9.7% | -5.6% |
| 1Y | +9.4% | +1.3% | +8.1% | +6.1% |
| 3Y | +18.3% | +93.4% | -75.0% | -4.7% |
| All | +37.3% | +153.8% | -116.5% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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