-12.0%
TLT vs GEHC
+6.6%
-18.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.2% |
| 7D | +0.4% | -5.2% | +5.6% | +0.7% |
| 30D | -0.3% | -7.0% | +6.7% | +0.1% |
| 3M | -1.7% | +3.3% | -5.0% | -2.0% |
| 6M | -4.9% | -10.0% | +5.1% | -4.5% |
| YTD | -2.8% | -18.5% | +15.7% | -1.9% |
| 1Y | -4.2% | -14.4% | +10.2% | -3.6% |
| 3Y | -1.1% | +3.4% | -4.5% | -1.4% |
| All | -12.0% | +6.6% | -18.6% | -13.5% |
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