+39.1%
TMUS vs GEHC
+1.7%
+37.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.2% | -3.4% |
| 7D | +0.1% | -4.0% | +4.1% | +0.3% |
| 30D | +5.3% | -2.0% | +7.2% | +5.4% |
| 3M | +3.1% | +8.0% | -4.8% | +2.7% |
| 6M | -16.5% | -12.8% | -3.7% | -15.6% |
| YTD | -9.2% | -15.9% | +6.8% | -7.9% |
| 1Y | -26.5% | -6.9% | -19.6% | -26.3% |
| All | +39.1% | +1.7% | +37.4% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling