+1,330.0%
DELL vs GEHC
+10.0%
+1,320.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | +14.9% | -4.0% | +18.9% | +16.3% |
| 30D | +13.3% | -2.0% | +15.2% | +13.9% |
| 3M | +24.4% | +8.0% | +16.4% | +19.3% |
| 6M | +258.0% | -12.8% | +270.8% | +271.8% |
| YTD | +320.2% | -15.9% | +336.1% | +342.2% |
| 1Y | +319.1% | -6.9% | +326.0% | +320.9% |
| 3Y | +706.5% | 0.0% | +706.6% | +718.8% |
| All | +1,330.0% | +10.0% | +1,320.0% | +1,417.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling