+15.5%
GEHC vs DOCU
+16.9%
-1.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.7% |
| 7D | -4.0% | +6.9% | -10.9% | -4.9% |
| 30D | -2.0% | +19.0% | -21.0% | -4.5% |
| 3M | +8.0% | +34.3% | -26.3% | +3.4% |
| 6M | -12.8% | +48.0% | -60.8% | -18.0% |
| YTD | -15.9% | 0.0% | -15.9% | -16.4% |
| 1Y | -6.9% | -10.3% | +3.4% | -6.4% |
| 3Y | 0.0% | +32.4% | -32.4% | -7.0% |
| All | +15.5% | +16.9% | -1.5% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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