-100.0%
DFNS vs GEHC
+30.8%
-130.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.9% | -18.4% | -19.2% |
| 7D | -12.7% | -2.3% | -10.4% | -12.3% |
| 30D | -65.2% | +19.0% | -84.3% | -66.5% |
| 3M | -94.6% | +13.3% | -107.9% | -94.7% |
| 6M | -96.2% | +31.5% | -127.8% | -96.3% |
| YTD | -99.6% | 0.0% | -99.6% | -99.7% |
| 1Y | -99.7% | +9.4% | -109.1% | -99.7% |
| 3Y | -100.0% | +18.3% | -118.3% | -100.0% |
| All | -100.0% | +30.8% | -130.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling