+9.3%
GEHC vs DGX
+69.5%
-60.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -7.6% | -2.2% | -5.4% | -6.9% |
| 30D | -10.7% | -0.9% | -9.7% | -10.4% |
| 3M | -1.2% | +15.6% | -16.8% | -6.1% |
| 6M | -13.7% | +17.8% | -31.5% | -18.6% |
| YTD | -20.4% | +37.5% | -57.9% | -28.7% |
| 1Y | -17.0% | +31.2% | -48.2% | -24.7% |
| 3Y | +0.9% | +96.6% | -95.7% | -18.7% |
| All | +9.3% | +69.5% | -60.3% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling