+222.6%
DASH vs GEHC
+32.0%
+190.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | -10.2% | -3.7% | -6.5% | -8.9% |
| 30D | -8.2% | +22.0% | -30.2% | -14.4% |
| 3M | -15.9% | +13.6% | -29.5% | -19.6% |
| 6M | +13.3% | +34.0% | -20.7% | +1.5% |
| YTD | -21.3% | +0.9% | -22.2% | -22.3% |
| 1Y | -11.1% | +12.7% | -23.9% | -16.3% |
| 3Y | +103.8% | +19.4% | +84.3% | +79.9% |
| All | +222.6% | +32.0% | +190.7% | +161.3% |
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