+7.2%
GEHC vs DTE
+25.4%
-18.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | -7.2% | -2.6% | -4.6% | -6.3% |
| 30D | -11.6% | -4.4% | -7.2% | -10.2% |
| 3M | -0.8% | -8.3% | +7.5% | +2.1% |
| 6M | -11.9% | -8.1% | -3.8% | -9.5% |
| YTD | -21.9% | +4.4% | -26.4% | -23.7% |
| 1Y | -17.8% | +0.2% | -18.0% | -18.5% |
| 3Y | -3.5% | +42.6% | -46.1% | -14.1% |
| All | +7.2% | +25.4% | -18.2% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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