+7.7%
GEHC vs DT
+29.5%
-21.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.7% |
| 7D | -7.9% | -2.5% | -5.3% | -7.4% |
| 30D | -11.7% | +3.5% | -15.2% | -12.3% |
| 3M | +0.8% | +26.7% | -25.9% | -3.9% |
| 6M | -11.6% | +36.1% | -47.7% | -17.5% |
| YTD | -21.6% | +18.6% | -40.2% | -24.6% |
| 1Y | -15.3% | +7.9% | -23.2% | -16.8% |
| 3Y | -0.5% | +8.6% | -9.1% | -4.4% |
| All | +7.7% | +29.5% | -21.8% | -0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling