+7.7%
GEHC vs DG
-46.5%
+54.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.3% |
| 7D | -7.9% | -6.3% | -1.6% | -7.3% |
| 30D | -11.7% | +2.4% | -14.1% | -11.9% |
| 3M | +0.8% | +12.4% | -11.6% | +0.1% |
| 6M | -11.6% | -14.9% | +3.3% | -11.1% |
| YTD | -21.6% | -6.1% | -15.5% | -21.4% |
| 1Y | -15.3% | +17.9% | -33.2% | -15.7% |
| 3Y | -0.5% | +3.1% | -3.6% | -0.2% |
| All | +7.7% | -46.5% | +54.2% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling