-3.5%
GEHC vs DTE
+43.4%
-47.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | -7.2% | -2.6% | -4.6% | -6.2% |
| 30D | -11.6% | -4.4% | -7.2% | -10.1% |
| 3M | -0.8% | -8.3% | +7.5% | +2.3% |
| 6M | -11.9% | -8.1% | -3.8% | -9.3% |
| YTD | -21.9% | +4.4% | -26.4% | -24.0% |
| 1Y | -17.8% | +0.2% | -18.0% | -18.7% |
| 3Y | -3.5% | +42.6% | -46.1% | -16.8% |
| All | -3.5% | +43.4% | -47.0% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling