+1,447.7%
DELL vs GEHC
+2.1%
+1,445.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.5% | +12.5% | +12.1% |
| 7D | +8.2% | -7.2% | +15.4% | +10.6% |
| 30D | +17.1% | -11.6% | +28.6% | +21.4% |
| 3M | +45.2% | -0.8% | +46.0% | +43.0% |
| 6M | +286.8% | -11.9% | +298.7% | +296.9% |
| YTD | +354.8% | -21.9% | +376.7% | +389.2% |
| 1Y | +358.3% | -17.8% | +376.1% | +381.2% |
| 3Y | +724.9% | -3.5% | +728.4% | +755.2% |
| All | +1,447.7% | +2.1% | +1,445.6% | +1,578.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling