+0.9%
TEL vs GEHC
-15.7%
+16.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.7% |
| 7D | +1.6% | -7.2% | +8.7% | +3.0% |
| 30D | -0.7% | -11.6% | +10.9% | +1.5% |
| 3M | +2.4% | -0.8% | +3.3% | +2.0% |
| 6M | +4.1% | -11.9% | +16.0% | +7.6% |
| YTD | -5.8% | -21.9% | +16.1% | +0.6% |
| 1Y | +0.9% | -17.8% | +18.7% | +7.0% |
| All | +0.9% | -15.7% | +16.5% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling