+182.5%
DOCN vs GEHC
+33.6%
+148.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.7% |
| 7D | -12.1% | +3.7% | -15.8% | -13.4% |
| 30D | -41.0% | +27.3% | -68.3% | -46.6% |
| 3M | -38.7% | +14.7% | -53.5% | -42.3% |
| 6M | -51.5% | +31.9% | -83.4% | -58.0% |
| YTD | +65.3% | +2.2% | +63.1% | +61.5% |
| 1Y | +53.9% | +14.1% | +39.8% | +40.6% |
| 3Y | +215.6% | +21.0% | +194.6% | +173.9% |
| All | +182.5% | +33.6% | +148.8% | +136.7% |
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