+4.2%
TEAM vs GEHC
+32.0%
-27.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.8% | +3.0% |
| 7D | -19.7% | -3.7% | -16.0% | -18.5% |
| 30D | -26.6% | +22.0% | -48.6% | -32.0% |
| 3M | -1.1% | +13.6% | -14.7% | -5.8% |
| 6M | +74.6% | +34.0% | +40.6% | +56.6% |
| YTD | -6.0% | +0.9% | -6.9% | -7.5% |
| 1Y | -3.2% | +12.7% | -16.0% | -9.1% |
| 3Y | -13.5% | +19.4% | -33.0% | -24.5% |
| All | +4.2% | +32.0% | -27.7% | -13.2% |
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