-17.0%
GEHC vs TXT
-3.0%
-14.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -7.6% | +0.8% | -8.5% | -7.8% |
| 30D | -10.7% | -10.4% | -0.2% | -8.5% |
| 3M | -1.2% | -14.3% | +13.1% | +1.8% |
| 6M | -13.7% | -15.1% | +1.4% | -11.1% |
| YTD | -20.4% | -8.3% | -12.1% | -22.1% |
| 1Y | -17.0% | -0.7% | -16.3% | -23.0% |
| All | -17.0% | -3.0% | -14.0% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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