+59.1%
DAL vs GEHC
+14.1%
+45.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +10.7% | +3.7% | +7.0% | +9.3% |
| 30D | +12.5% | +27.3% | -14.8% | +3.0% |
| 3M | +3.6% | +14.7% | -11.1% | -1.4% |
| 6M | +26.7% | +31.9% | -5.2% | +13.1% |
| YTD | +34.3% | +2.2% | +32.1% | +34.2% |
| 1Y | +59.1% | +14.1% | +45.1% | +47.1% |
| All | +59.1% | +14.1% | +45.0% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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