+114.3%
TRV vs GEHC
+2.6%
+111.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.7% |
| 7D | -1.5% | -7.9% | +6.4% | -0.4% |
| 30D | -1.8% | -11.7% | +9.9% | -0.2% |
| 3M | +21.6% | +0.8% | +20.8% | +21.0% |
| 6M | +22.5% | -11.6% | +34.0% | +24.0% |
| YTD | +28.1% | -21.6% | +49.7% | +32.0% |
| 1Y | +37.0% | -15.3% | +52.3% | +39.2% |
| 3Y | +141.9% | -0.5% | +142.4% | +136.8% |
| All | +114.3% | +2.6% | +111.8% | +107.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling