+3.4%
GEHC vs DT
+3.8%
-0.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.5% |
| 7D | -5.2% | -4.9% | -0.3% | -4.4% |
| 30D | -7.0% | +2.7% | -9.7% | -7.5% |
| 3M | +3.3% | +20.0% | -16.7% | -0.3% |
| 6M | -10.0% | +28.0% | -38.0% | -14.7% |
| YTD | -18.5% | +16.0% | -34.5% | -20.9% |
| 1Y | -14.4% | +0.7% | -15.1% | -13.8% |
| 3Y | +3.4% | +6.2% | -2.8% | -2.8% |
| All | +3.4% | +3.8% | -0.4% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling