+15.5%
GEHC vs TT
+168.1%
-152.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -4.0% | -0.2% | -3.8% | -3.9% |
| 30D | -2.0% | -7.4% | +5.4% | 0.0% |
| 3M | +8.0% | -3.2% | +11.2% | +8.0% |
| 6M | -12.8% | +1.1% | -13.9% | -14.3% |
| YTD | -15.9% | +15.6% | -31.5% | -21.3% |
| 1Y | -6.9% | +9.2% | -16.1% | -11.4% |
| 3Y | 0.0% | +124.4% | -124.4% | -22.1% |
| All | +15.5% | +168.1% | -152.6% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling