-8.5%
DASH vs GEHC
+9.4%
-17.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | +0.4% | +7.6% | -7.2% | -1.1% |
| 30D | -6.0% | +27.5% | -33.5% | -10.7% |
| 3M | -15.8% | +17.2% | -33.0% | -18.5% |
| 6M | +7.0% | +33.6% | -26.6% | +0.6% |
| YTD | -20.7% | +0.6% | -21.3% | -23.5% |
| 1Y | -8.5% | +11.3% | -19.8% | -6.7% |
| All | -8.5% | +9.4% | -17.9% | -6.7% |
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