+3.4%
GEHC vs DD
+47.1%
-43.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -5.2% | -0.6% | -4.6% | -4.9% |
| 30D | -7.0% | -7.4% | +0.5% | -3.1% |
| 3M | +3.3% | -6.4% | +9.7% | +6.3% |
| 6M | -10.0% | -2.5% | -7.5% | -10.2% |
| YTD | -18.5% | +10.2% | -28.7% | -25.0% |
| 1Y | -14.4% | +36.9% | -51.3% | -31.7% |
| 3Y | +3.4% | +47.0% | -43.6% | -24.4% |
| All | +3.4% | +47.1% | -43.7% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling