+15.7%
GEHC vs DT
-5.1%
+20.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.5% | +6.9% | +6.4% |
| 7D | +13.2% | -25.5% | +38.7% | +13.1% |
| 30D | +30.6% | -22.3% | +52.9% | +30.4% |
| 3M | +22.2% | +2.3% | +19.9% | +21.8% |
| 6M | +40.8% | +20.7% | +20.1% | +40.5% |
| YTD | +4.8% | +7.9% | -3.1% | +5.5% |
| 1Y | +15.7% | -5.7% | +21.5% | +15.2% |
| All | +15.7% | -5.1% | +20.9% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling