+664.6%
TQQQ vs GEHC
+4.1%
+660.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.8% |
| 7D | +2.8% | -7.6% | +10.4% | +8.6% |
| 30D | -3.0% | -10.7% | +7.6% | +4.7% |
| 3M | -2.7% | -1.2% | -1.5% | -5.2% |
| 6M | +45.4% | -13.7% | +59.2% | +56.6% |
| YTD | +36.3% | -20.4% | +56.7% | +55.7% |
| 1Y | +53.4% | -17.0% | +70.4% | +68.0% |
| 3Y | +265.6% | +0.9% | +264.6% | +241.4% |
| All | +664.6% | +4.1% | +660.5% | +602.1% |
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