+15.5%
GEHC vs DOCS
-26.0%
+41.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.5% | -0.9% |
| 7D | -4.0% | -1.4% | -2.6% | -3.9% |
| 30D | -2.0% | +21.8% | -23.8% | -4.5% |
| 3M | +8.0% | +27.3% | -19.3% | +4.7% |
| 6M | -12.8% | -0.3% | -12.4% | -13.7% |
| YTD | -15.9% | -40.5% | +24.6% | -12.3% |
| 1Y | -6.9% | -61.5% | +54.6% | +1.6% |
| 3Y | 0.0% | +8.2% | -8.2% | -6.1% |
| All | +15.5% | -26.0% | +41.5% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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