+25.6%
TGT vs GEHC
+32.6%
-7.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | +2.6% | +0.8% | +1.9% | +2.4% |
| 30D | +4.7% | +21.3% | -16.6% | -0.6% |
| 3M | +4.6% | +12.6% | -8.0% | +1.2% |
| 6M | +34.9% | +34.3% | +0.6% | +24.2% |
| YTD | +70.9% | +1.4% | +69.5% | +68.4% |
| 1Y | +84.4% | +12.5% | +71.9% | +75.9% |
| 3Y | +69.1% | +19.2% | +49.9% | +57.4% |
| All | +25.6% | +32.6% | -7.0% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling