-13.9%
TLT vs GEHC
+30.8%
-44.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -2.7% | -2.3% | -0.4% | -2.6% |
| 30D | +2.2% | +19.0% | -16.9% | +1.1% |
| 3M | -1.7% | +13.3% | -15.0% | -2.5% |
| 6M | -4.0% | +31.5% | -35.5% | -5.6% |
| YTD | -4.9% | 0.0% | -4.9% | -5.2% |
| 1Y | -7.4% | +9.4% | -16.8% | -8.1% |
| 3Y | +3.0% | +18.3% | -15.3% | +1.5% |
| All | -13.9% | +30.8% | -44.7% | -16.4% |
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