+15.5%
GEHC vs D
+33.4%
-18.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -4.0% | +1.5% | -5.5% | -4.4% |
| 30D | -2.0% | -2.6% | +0.6% | -1.3% |
| 3M | +8.0% | 0.0% | +8.0% | +8.0% |
| 6M | -12.8% | +7.4% | -20.1% | -14.7% |
| YTD | -15.9% | +15.9% | -31.8% | -19.6% |
| 1Y | -6.9% | +18.1% | -25.0% | -11.7% |
| 3Y | 0.0% | +58.4% | -58.4% | -13.1% |
| All | +15.5% | +33.4% | -18.0% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 5y: compounded portfolio wealth divided by compounded D 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…
5y analysis · Full analysis span regression · 6 months rolling