+1,356.5%
DELL vs GEHC
+6.6%
+1,349.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.8% |
| 7D | +25.6% | -5.2% | +30.8% | +27.6% |
| 30D | +17.7% | -7.0% | +24.6% | +20.1% |
| 3M | +33.4% | +3.3% | +30.1% | +29.9% |
| 6M | +266.2% | -10.0% | +276.2% | +274.3% |
| YTD | +328.0% | -18.5% | +346.5% | +354.4% |
| 1Y | +339.6% | -14.4% | +354.0% | +355.7% |
| 3Y | +694.6% | +3.4% | +691.2% | +712.4% |
| All | +1,356.5% | +6.6% | +1,349.9% | +1,459.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling