+50.5%
DRAM vs GEHC
+19.5%
+31.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.3% | +6.9% |
| 7D | -9.8% | +5.6% | -15.4% | -8.0% |
| 30D | -26.9% | +27.9% | -54.8% | -20.3% |
| 3M | -17.4% | +17.1% | -34.6% | -12.8% |
| 6M | -20.9% | +32.5% | -53.4% | -11.0% |
| All | +50.5% | +19.5% | +31.0% | +74.4% |
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