+250.7%
TQQQ vs GEHC
-1.6%
+252.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +2.9% |
| 7D | -1.9% | -7.2% | +5.2% | +3.3% |
| 30D | -4.9% | -11.6% | +6.7% | +3.6% |
| 3M | -6.4% | -0.8% | -5.6% | -9.5% |
| 6M | +44.4% | -11.9% | +56.3% | +52.9% |
| YTD | +35.2% | -21.9% | +57.1% | +57.8% |
| 1Y | +49.5% | -17.8% | +67.3% | +65.3% |
| 3Y | +250.7% | -3.5% | +254.3% | +233.9% |
| All | +250.7% | -1.6% | +252.3% | +233.9% |
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