+61.6%
DRAM vs GEHC
+17.5%
+44.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.3% | +11.6% | +10.0% |
| 7D | -0.6% | -3.7% | +3.2% | -1.8% |
| 30D | -18.0% | +22.0% | -40.0% | -12.0% |
| 3M | -11.9% | +13.6% | -25.5% | -7.9% |
| 6M | -18.6% | +34.0% | -52.6% | -10.1% |
| All | +61.6% | +17.5% | +44.1% | +86.3% |
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