-17.8%
GEHC vs TXG
+453.6%
-471.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.8% |
| 7D | -7.2% | +9.5% | -16.6% | -8.1% |
| 30D | -11.6% | +18.8% | -30.3% | -13.3% |
| 3M | -0.8% | +136.1% | -137.0% | -11.6% |
| 6M | -11.9% | +235.2% | -247.1% | -25.9% |
| YTD | -21.9% | +320.5% | -342.5% | -36.1% |
| 1Y | -17.8% | +425.2% | -443.0% | -35.0% |
| All | -17.8% | +453.6% | -471.4% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling