+19.7%
DIS vs GEHC
+6.6%
+13.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.6% |
| 7D | -1.1% | -5.2% | +4.1% | +0.4% |
| 30D | +0.1% | -7.0% | +7.1% | +2.2% |
| 3M | +7.1% | +3.3% | +3.8% | +5.7% |
| 6M | +4.3% | -10.0% | +14.3% | +6.5% |
| YTD | -6.9% | -18.5% | +11.5% | -2.4% |
| 1Y | -10.3% | -14.4% | +4.1% | -7.6% |
| 3Y | +32.8% | +3.4% | +29.4% | +26.7% |
| All | +19.7% | +6.6% | +13.1% | +12.8% |
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 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