+112.5%
TRV vs GEHC
+6.6%
+105.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.6% |
| 7D | +0.5% | -5.2% | +5.7% | +1.2% |
| 30D | -4.9% | -7.0% | +2.1% | -4.0% |
| 3M | +23.7% | +3.3% | +20.4% | +22.8% |
| 6M | +20.3% | -10.0% | +30.3% | +21.6% |
| YTD | +27.1% | -18.5% | +45.5% | +30.2% |
| 1Y | +35.3% | -14.4% | +49.7% | +37.4% |
| 3Y | +139.8% | +3.4% | +136.4% | +133.6% |
| All | +112.5% | +6.6% | +105.9% | +105.0% |
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