+388.0%
DELL vs GEHC
+20.0%
+368.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.4% | -8.6% | -7.6% |
| 7D | +4.9% | +0.8% | +4.1% | +4.6% |
| 30D | -32.1% | +21.3% | -53.4% | -36.6% |
| 3M | -30.2% | +12.6% | -42.8% | -33.3% |
| 6M | +41.7% | +34.3% | +7.4% | +23.4% |
| YTD | +176.6% | +1.4% | +175.2% | +175.8% |
| 1Y | +159.9% | +12.5% | +147.5% | +144.1% |
| 3Y | +388.0% | +19.2% | +368.8% | +380.6% |
| All | +388.0% | +20.0% | +368.0% | +380.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling