+1,282.2%
DELL vs GEHC
+2.6%
+1,279.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -3.9% | -4.9% |
| 7D | -1.9% | -7.9% | +6.0% | +0.5% |
| 30D | +14.9% | -11.7% | +26.6% | +19.1% |
| 3M | +37.2% | +0.8% | +36.4% | +34.4% |
| 6M | +254.0% | -11.6% | +265.6% | +263.0% |
| YTD | +306.1% | -21.6% | +327.7% | +336.3% |
| 1Y | +312.3% | -15.3% | +327.6% | +327.8% |
| 3Y | +654.0% | -0.5% | +654.5% | +680.0% |
| All | +1,282.2% | +2.6% | +1,279.6% | +1,396.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling