+9.3%
GEHC vs DRI
+65.4%
-56.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.8% |
| 7D | -7.6% | -4.8% | -2.8% | -5.9% |
| 30D | -10.7% | -3.9% | -6.7% | -9.5% |
| 3M | -1.2% | +5.1% | -6.3% | -3.2% |
| 6M | -13.7% | +5.5% | -19.2% | -15.8% |
| YTD | -20.4% | +16.5% | -36.9% | -25.6% |
| 1Y | -17.0% | +2.0% | -19.0% | -18.6% |
| 3Y | +0.9% | +54.5% | -53.6% | -14.9% |
| All | +9.3% | +65.4% | -56.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling