+41.0%
GEHC vs DRI
+83.0%
-42.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.4% |
| 7D | +5.6% | +3.1% | +2.5% | +4.5% |
| 30D | +27.9% | +16.2% | +11.6% | +21.1% |
| 3M | +17.1% | +8.4% | +8.8% | +13.4% |
| 6M | +32.5% | +19.0% | +13.5% | +23.7% |
| YTD | +2.7% | +28.8% | -26.2% | -7.6% |
| 1Y | +15.3% | +33.1% | -17.9% | +2.3% |
| 3Y | +23.7% | +70.8% | -47.1% | +0.3% |
| All | +41.0% | +83.0% | -42.0% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling