+39.3%
GEHC vs D
+37.1%
+2.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +0.8% | -1.4% | +2.1% | +1.2% |
| 30D | +21.3% | +7.7% | +13.6% | +18.8% |
| 3M | +12.6% | -0.3% | +12.9% | +12.6% |
| 6M | +34.3% | +10.1% | +24.2% | +30.5% |
| YTD | +1.4% | +19.1% | -17.6% | -3.8% |
| 1Y | +12.5% | +15.9% | -3.4% | +7.4% |
| 3Y | +19.2% | +75.0% | -55.8% | +1.8% |
| All | +39.3% | +37.1% | +2.2% | +25.5% |
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