+15.5%
GEHC vs DD
+64.2%
-48.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -4.0% | -3.5% | -0.5% | -2.3% |
| 30D | -2.0% | -10.3% | +8.4% | +3.4% |
| 3M | +8.0% | -7.5% | +15.5% | +11.6% |
| 6M | -12.8% | -8.0% | -4.8% | -10.1% |
| YTD | -15.9% | +10.5% | -26.4% | -22.1% |
| 1Y | -6.9% | +38.3% | -45.2% | -24.5% |
| 3Y | 0.0% | +42.5% | -42.5% | -23.8% |
| All | +15.5% | +64.2% | -48.8% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling