+678.3%
DELL vs GEHC
+0.3%
+678.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.1% |
| 7D | +8.7% | -7.6% | +16.4% | +11.8% |
| 30D | +16.9% | -10.7% | +27.6% | +21.6% |
| 3M | +40.4% | -1.2% | +41.6% | +38.5% |
| 6M | +267.1% | -13.7% | +280.8% | +284.0% |
| YTD | +329.1% | -20.4% | +349.5% | +366.5% |
| 1Y | +346.9% | -17.0% | +364.0% | +372.5% |
| All | +678.3% | +0.3% | +678.0% | +699.9% |
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