-99.6%
DFNS vs GEHC
+15.6%
-115.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +6.4% | -24.7% | -30.4% |
| 7D | -27.7% | +13.2% | -40.8% | -46.3% |
| 30D | -58.0% | +30.6% | -88.6% | -77.7% |
| 3M | -94.0% | +22.2% | -116.2% | -96.4% |
| 6M | -94.6% | +40.8% | -135.4% | -96.8% |
| YTD | -99.4% | +4.8% | -104.3% | -99.6% |
| 1Y | -99.6% | +15.7% | -115.4% | -99.8% |
| All | -99.6% | +15.6% | -115.2% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling