+45.7%
DUK vs GEHC
-1.6%
+47.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -0.7% | -7.2% | +6.5% | -0.4% |
| 30D | -2.4% | -11.6% | +9.1% | -1.9% |
| 3M | -3.0% | -0.8% | -2.2% | -3.0% |
| 6M | -6.6% | -11.9% | +5.4% | -6.3% |
| YTD | +4.6% | -21.9% | +26.5% | +5.3% |
| 1Y | +1.2% | -17.8% | +19.1% | +1.7% |
| 3Y | +45.7% | -3.5% | +49.2% | +39.0% |
| All | +45.7% | -1.6% | +47.3% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling