+212.4%
DASH vs GEHC
+30.8%
+181.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.8% |
| 7D | -4.1% | -2.3% | -1.8% | -3.3% |
| 30D | -10.6% | +19.0% | -29.7% | -15.9% |
| 3M | -18.8% | +13.3% | -32.1% | -22.2% |
| 6M | +11.2% | +31.5% | -20.3% | +0.3% |
| YTD | -23.8% | 0.0% | -23.8% | -24.6% |
| 1Y | -12.2% | +9.4% | -21.5% | -16.3% |
| 3Y | +97.3% | +18.3% | +79.0% | +74.8% |
| All | +212.4% | +30.8% | +181.6% | +153.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling