+36.2%
TMUS vs GEHC
+10.0%
+26.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| 3M | +3.1% | +8.0% | -4.8% | +2.8% |
| 6M | -16.5% | -12.8% | -3.7% | -15.8% |
| YTD | -9.2% | -15.9% | +6.8% | -8.3% |
| 1Y | -26.5% | -6.9% | -19.6% | -26.3% |
| 3Y | +39.0% | 0.0% | +39.1% | +37.8% |
| All | +36.2% | +10.0% | +26.2% | +36.3% |
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