+169.5%
DAL vs GEHC
+32.6%
+136.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -1.0% |
| 7D | -1.1% | +0.8% | -1.9% | -1.4% |
| 30D | +12.8% | +21.3% | -8.5% | +4.1% |
| 3M | -5.3% | +12.6% | -17.8% | -10.0% |
| 6M | +22.4% | +34.3% | -11.9% | +6.9% |
| YTD | +25.6% | +1.4% | +24.2% | +23.4% |
| 1Y | +45.5% | +12.5% | +33.0% | +36.5% |
| 3Y | +161.0% | +19.2% | +141.7% | +129.3% |
| All | +169.5% | +32.6% | +136.9% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling