+40.5%
GEHC vs DECK
+37.4%
+3.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.1% |
| 7D | +9.6% | +6.0% | +3.6% | +8.3% |
| 30D | +29.4% | +7.4% | +21.9% | +27.4% |
| 3M | +19.3% | -11.7% | +31.0% | +22.2% |
| 6M | +37.4% | -11.0% | +48.3% | +40.2% |
| YTD | +2.3% | -15.4% | +17.7% | +5.1% |
| 1Y | +11.0% | +7.2% | +3.7% | +9.2% |
| 3Y | +17.6% | -11.8% | +29.5% | +17.7% |
| All | +40.5% | +37.4% | +3.1% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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