+143.3%
DELL vs GEHC
+15.6%
+127.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +6.4% | -15.2% | -8.0% |
| 7D | -24.6% | +13.2% | -37.8% | -23.5% |
| 30D | -32.5% | +30.6% | -63.1% | -31.1% |
| 3M | -20.2% | +22.2% | -42.4% | -18.5% |
| 6M | +76.5% | +40.8% | +35.6% | +75.8% |
| YTD | +198.9% | +4.8% | +194.1% | +226.1% |
| 1Y | +143.3% | +15.7% | +127.6% | +143.1% |
| All | +143.3% | +15.6% | +127.8% | +143.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling