+85.1%
TOST vs GEHC
+32.6%
+52.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.0% | +2.8% |
| 7D | 0.0% | +0.8% | -0.7% | -0.3% |
| 30D | +16.2% | +21.3% | -5.1% | +6.5% |
| 3M | -1.5% | +12.6% | -14.1% | -6.7% |
| 6M | +55.3% | +34.3% | +21.0% | +35.1% |
| YTD | -2.3% | +1.4% | -3.8% | -4.0% |
| 1Y | -5.5% | +12.5% | -18.0% | -12.0% |
| 3Y | +151.1% | +19.2% | +131.9% | +112.5% |
| All | +85.1% | +32.6% | +52.4% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling