+53.1%
DLR vs GEHC
+23.2%
+29.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +3.0% |
| 7D | +2.4% | +5.6% | -3.3% | +1.4% |
| 30D | +0.7% | +27.9% | -27.1% | -3.7% |
| 3M | -6.4% | +17.1% | -23.6% | -9.2% |
| 6M | -6.5% | +32.5% | -39.1% | -11.9% |
| YTD | +18.8% | +2.7% | +16.1% | +18.0% |
| 1Y | +9.0% | +15.3% | -6.2% | +5.1% |
| All | +53.1% | +23.2% | +29.9% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling