+144.6%
TOST vs GEHC
+22.7%
+122.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.5% |
| 7D | +3.0% | +3.7% | -0.8% | +1.4% |
| 30D | +10.3% | +27.3% | -17.1% | 0.0% |
| 3M | -3.3% | +14.7% | -18.0% | -8.6% |
| 6M | +37.8% | +31.9% | +5.9% | +22.6% |
| YTD | -2.8% | +2.2% | -5.0% | -4.2% |
| 1Y | -9.6% | +14.1% | -23.7% | -15.4% |
| 3Y | +144.6% | +21.0% | +123.7% | +114.8% |
| All | +144.6% | +22.7% | +122.0% | +114.8% |
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