-3.1%
GEHC vs DVA
+89.4%
-92.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -7.9% | -0.2% | -7.7% | -7.8% |
| 30D | -11.7% | +1.7% | -13.4% | -12.0% |
| 3M | +0.8% | -8.7% | +9.5% | +1.8% |
| 6M | -11.6% | +19.7% | -31.2% | -15.7% |
| YTD | -21.6% | +59.6% | -81.2% | -30.0% |
| 1Y | -15.3% | +37.1% | -52.4% | -21.6% |
| All | -3.1% | +89.4% | -92.5% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling