+19.2%
GEHC vs TW
+44.1%
-24.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +0.8% | +3.9% | -3.1% | +0.1% |
| 30D | +21.3% | +19.9% | +1.4% | +17.5% |
| 3M | +12.6% | +25.9% | -13.4% | +8.0% |
| 6M | +34.3% | +21.1% | +13.2% | +29.5% |
| YTD | +1.4% | +23.9% | -22.5% | -3.6% |
| 1Y | +12.5% | +21.2% | -8.8% | +7.5% |
| 3Y | +19.2% | +44.8% | -25.6% | +14.6% |
| All | +19.2% | +44.1% | -24.9% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3y: compounded portfolio wealth divided by compounded TW 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…
3y analysis · Full analysis span regression · 6 months rolling