+15.7%
GEHC vs DGX
+45.0%
-29.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.5% | +2.9% | +5.0% |
| 7D | +13.2% | +4.1% | +9.1% | +11.5% |
| 30D | +30.6% | +10.5% | +20.1% | +26.0% |
| 3M | +22.2% | +9.8% | +12.4% | +17.8% |
| 6M | +40.8% | +34.6% | +6.3% | +25.3% |
| YTD | +4.8% | +49.8% | -45.0% | -8.1% |
| 1Y | +15.7% | +46.0% | -30.3% | +2.4% |
| All | +15.7% | +45.0% | -29.2% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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