-4.7%
TOST vs GEHC
+9.4%
-14.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | +9.4% | +7.6% | +1.9% | +7.0% |
| 30D | +13.5% | +27.5% | -14.0% | +5.5% |
| 3M | -0.1% | +17.2% | -17.4% | -4.9% |
| 6M | +22.5% | +33.6% | -11.1% | +12.5% |
| YTD | -2.4% | +0.6% | -3.0% | -0.4% |
| 1Y | -4.7% | +11.3% | -16.0% | -7.3% |
| All | -4.7% | +9.4% | -14.1% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling