-57.9%
TE vs GEHC
+2.6%
-60.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.3% | -6.0% |
| 7D | +0.9% | -7.9% | +8.7% | +4.8% |
| 30D | -16.3% | -11.7% | -4.6% | -11.3% |
| 3M | -40.8% | +0.8% | -41.6% | -43.2% |
| 6M | -42.6% | -11.6% | -31.0% | -40.8% |
| YTD | -31.4% | -21.6% | -9.9% | -25.5% |
| 1Y | +144.9% | -15.3% | +160.2% | +148.4% |
| 3Y | -26.0% | -0.5% | -25.5% | -35.4% |
| All | -57.9% | +2.6% | -60.5% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling