+37.3%
GEHC vs DD
+93.1%
-55.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -2.3% | +6.7% | -9.0% | -5.4% |
| 30D | +19.0% | +19.4% | -0.4% | +8.6% |
| 3M | +13.3% | +7.6% | +5.7% | +8.7% |
| 6M | +31.5% | +2.9% | +28.6% | +28.4% |
| YTD | 0.0% | +29.9% | -29.9% | -14.9% |
| 1Y | +9.4% | +28.6% | -19.3% | -6.5% |
| 3Y | +18.3% | +90.0% | -71.7% | -20.1% |
| All | +37.3% | +93.1% | -55.8% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling