+15.7%
GEHC vs DVA
+62.2%
-46.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +5.8% | +0.6% | +5.8% |
| 7D | +13.2% | +4.7% | +8.4% | +12.7% |
| 30D | +30.6% | +7.8% | +22.8% | +29.7% |
| 3M | +22.2% | -15.5% | +37.7% | +23.3% |
| 6M | +40.8% | +25.0% | +15.8% | +37.0% |
| YTD | +4.8% | +69.6% | -64.7% | +1.2% |
| 1Y | +15.7% | +60.6% | -44.9% | +14.1% |
| All | +15.7% | +62.2% | -46.4% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling