+15.5%
GEHC vs TXT
+11.3%
+4.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | -4.0% | -4.8% | +0.8% | -2.0% |
| 30D | -2.0% | -10.6% | +8.7% | +2.6% |
| 3M | +8.0% | -13.2% | +21.2% | +13.4% |
| 6M | -12.8% | -20.3% | +7.6% | -4.8% |
| YTD | -15.9% | -9.3% | -6.7% | -14.3% |
| 1Y | -6.9% | -2.7% | -4.2% | -8.5% |
| 3Y | 0.0% | +1.4% | -1.4% | -6.1% |
| All | +15.5% | +11.3% | +4.1% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling