+12.0%
GEHC vs DTE
+29.8%
-17.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.3% |
| 7D | -5.2% | +0.9% | -6.1% | -5.5% |
| 30D | -7.0% | -1.9% | -5.1% | -6.4% |
| 3M | +3.3% | -3.3% | +6.6% | +4.3% |
| 6M | -10.0% | -7.1% | -2.9% | -7.8% |
| YTD | -18.5% | +8.1% | -26.6% | -21.3% |
| 1Y | -14.4% | +5.3% | -19.7% | -16.6% |
| 3Y | +3.4% | +48.2% | -44.7% | -9.1% |
| All | +12.0% | +29.8% | -17.8% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling