+69.7%
DE vs GEHC
+10.0%
+59.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +10.0% | -4.0% | +14.0% | +11.0% |
| 30D | +13.3% | -2.0% | +15.3% | +13.7% |
| 3M | +17.5% | +8.0% | +9.5% | +14.7% |
| 6M | +13.6% | -12.8% | +26.3% | +16.7% |
| YTD | +49.8% | -15.9% | +65.7% | +55.2% |
| 1Y | +47.9% | -6.9% | +54.8% | +48.8% |
| 3Y | +72.5% | 0.0% | +72.6% | +66.6% |
| All | +69.7% | +10.0% | +59.7% | +65.3% |
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