+65.3%
DE vs GEHC
+2.1%
+63.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -2.6% | -7.2% | +4.6% | -1.0% |
| 30D | +9.0% | -11.6% | +20.6% | +12.0% |
| 3M | +19.1% | -0.8% | +20.0% | +18.6% |
| 6M | +14.4% | -11.9% | +26.3% | +16.9% |
| YTD | +45.9% | -21.9% | +67.9% | +53.8% |
| 1Y | +43.6% | -17.8% | +61.4% | +48.9% |
| 3Y | +75.9% | -3.5% | +79.4% | +71.6% |
| All | +65.3% | +2.1% | +63.2% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling