+15.5%
GEHC vs DOC
+2.6%
+12.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | -4.0% | -1.5% | -2.5% | -3.5% |
| 30D | -2.0% | -4.8% | +2.8% | -0.3% |
| 3M | +8.0% | +6.9% | +1.1% | +5.2% |
| 6M | -12.8% | +20.7% | -33.5% | -19.0% |
| YTD | -15.9% | +34.1% | -50.1% | -25.4% |
| 1Y | -6.9% | +22.6% | -29.6% | -14.7% |
| 3Y | 0.0% | +20.8% | -20.9% | -7.6% |
| All | +15.5% | +2.6% | +12.8% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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