+7.7%
GEHC vs DTE
+27.0%
-19.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.0% |
| 7D | -7.9% | -2.0% | -5.9% | -7.2% |
| 30D | -11.7% | -2.4% | -9.3% | -11.0% |
| 3M | +0.8% | -7.3% | +8.1% | +3.4% |
| 6M | -11.6% | -7.6% | -3.9% | -9.3% |
| YTD | -21.6% | +5.8% | -27.4% | -23.7% |
| 1Y | -15.3% | +2.3% | -17.6% | -16.6% |
| 3Y | -0.5% | +45.0% | -45.5% | -11.9% |
| All | +7.7% | +27.0% | -19.3% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling