-57.8%
TE vs GEHC
+10.0%
-67.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.9% |
| 7D | -4.0% | -4.0% | 0.0% | -2.1% |
| 30D | -15.9% | -2.0% | -13.9% | -15.2% |
| 3M | -60.5% | +8.0% | -68.5% | -63.4% |
| 6M | -35.2% | -12.8% | -22.4% | -32.0% |
| YTD | -31.1% | -15.9% | -15.2% | -27.5% |
| 1Y | +148.6% | -6.9% | +155.6% | +139.7% |
| 3Y | -26.4% | 0.0% | -26.4% | -34.9% |
| All | -57.8% | +10.0% | -67.7% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling