+12.0%
GEHC vs DRI
+68.2%
-56.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.3% |
| 7D | -5.2% | -1.2% | -4.0% | -4.7% |
| 30D | -7.0% | -0.4% | -6.6% | -7.0% |
| 3M | +3.3% | +9.5% | -6.2% | -0.3% |
| 6M | -10.0% | +6.5% | -16.5% | -12.5% |
| YTD | -18.5% | +18.4% | -36.9% | -24.2% |
| 1Y | -14.4% | +4.2% | -18.6% | -16.7% |
| 3Y | +3.4% | +57.1% | -53.7% | -13.3% |
| All | +12.0% | +68.2% | -56.2% | -10.8% |
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