+9.3%
GEHC vs DT
+27.5%
-18.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -7.6% | -0.5% | -7.1% | -7.6% |
| 30D | -10.7% | +0.1% | -10.7% | -10.8% |
| 3M | -1.2% | +24.1% | -25.3% | -5.4% |
| 6M | -13.7% | +30.1% | -43.9% | -18.8% |
| YTD | -20.4% | +16.8% | -37.2% | -23.3% |
| 1Y | -17.0% | -0.1% | -16.9% | -17.0% |
| 3Y | +0.9% | +6.8% | -5.9% | -2.7% |
| All | +9.3% | +27.5% | -18.2% | +1.0% |
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