+15.5%
GEHC vs D
+32.1%
-16.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | -4.0% | +0.4% | -4.4% | -4.1% |
| 30D | -2.0% | -3.6% | +1.6% | -1.0% |
| 3M | +8.0% | -1.0% | +9.0% | +8.3% |
| 6M | -12.8% | +6.3% | -19.0% | -14.4% |
| YTD | -15.9% | +14.7% | -30.6% | -19.4% |
| 1Y | -6.9% | +16.9% | -23.9% | -11.5% |
| 3Y | 0.0% | +56.8% | -56.8% | -12.9% |
| All | +15.5% | +32.1% | -16.6% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling