+38.6%
GEHC vs DT
+11.4%
+27.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.5% |
| 7D | -3.7% | -5.4% | +1.7% | -2.9% |
| 30D | +22.0% | -32.2% | +54.2% | +29.5% |
| 3M | +13.6% | -10.9% | +24.5% | +14.7% |
| 6M | +34.0% | +10.0% | +24.1% | +29.2% |
| YTD | +0.9% | +2.1% | -1.2% | -1.4% |
| 1Y | +12.7% | -5.5% | +18.3% | +12.2% |
| 3Y | +19.4% | -12.4% | +31.9% | +18.7% |
| All | +38.6% | +11.4% | +27.1% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling