+12.0%
GEHC vs DG
-44.4%
+56.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -2.7% |
| 7D | -5.2% | -2.5% | -2.7% | -5.0% |
| 30D | -7.0% | +1.0% | -8.0% | -7.1% |
| 3M | +3.3% | +20.3% | -17.0% | +2.0% |
| 6M | -10.0% | -11.7% | +1.7% | -9.8% |
| YTD | -18.5% | -2.3% | -16.1% | -18.6% |
| 1Y | -14.4% | +20.0% | -34.4% | -15.1% |
| 3Y | +3.4% | +7.2% | -3.8% | +3.3% |
| All | +12.0% | -44.4% | +56.3% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling