+0.8%
GEHC vs DBX
+20.8%
-20.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.4% |
| 7D | -5.2% | -1.3% | -3.9% | -4.9% |
| 30D | -7.0% | -2.9% | -4.1% | -6.5% |
| 3M | +3.3% | +23.8% | -20.5% | -1.4% |
| 6M | -10.0% | +26.2% | -36.2% | -14.7% |
| YTD | -18.5% | +21.6% | -40.1% | -22.1% |
| 1Y | -14.4% | +11.4% | -25.8% | -16.7% |
| All | +0.8% | +20.8% | -20.0% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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