+89.6%
DE vs GEHC
+20.0%
+69.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.1% |
| 7D | +0.3% | +0.8% | -0.5% | +0.1% |
| 30D | +3.6% | +21.3% | -17.8% | -1.0% |
| 3M | +10.2% | +12.6% | -2.3% | +7.1% |
| 6M | +16.6% | +34.3% | -17.7% | +7.9% |
| YTD | +45.8% | +1.4% | +44.4% | +45.2% |
| 1Y | +43.9% | +12.5% | +31.4% | +39.0% |
| 3Y | +89.6% | +19.2% | +70.4% | +72.8% |
| All | +89.6% | +20.0% | +69.6% | +72.8% |
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 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