+15.7%
GEHC vs DG
+45.3%
-29.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +8.5% | -2.1% | +3.9% |
| 7D | +13.2% | +12.3% | +0.9% | +9.4% |
| 30D | +30.6% | +19.3% | +11.3% | +24.0% |
| 3M | +22.2% | +11.9% | +10.3% | +17.9% |
| 6M | +40.8% | +25.0% | +15.9% | +32.1% |
| YTD | +4.8% | +8.7% | -3.9% | +1.7% |
| 1Y | +15.7% | +44.7% | -29.0% | +11.6% |
| All | +15.7% | +45.3% | -29.5% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling