-3.5%
GEHC vs DGX
+96.4%
-100.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.1% |
| 7D | -7.2% | -0.9% | -6.3% | -6.8% |
| 30D | -11.6% | -1.2% | -10.4% | -11.2% |
| 3M | -0.8% | +15.8% | -16.6% | -6.4% |
| 6M | -11.9% | +18.2% | -30.1% | -17.5% |
| YTD | -21.9% | +37.2% | -59.1% | -30.9% |
| 1Y | -17.8% | +30.4% | -48.2% | -26.1% |
| 3Y | -3.5% | +96.7% | -100.2% | -26.5% |
| All | -3.5% | +96.4% | -100.0% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling