+104.2%
DLR vs GEHC
+6.6%
+97.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.2% |
| 7D | +3.4% | -5.2% | +8.6% | +4.5% |
| 30D | -2.2% | -7.0% | +4.7% | -0.9% |
| 3M | +4.7% | +3.3% | +1.4% | +3.5% |
| 6M | +9.0% | -10.0% | +19.0% | +10.8% |
| YTD | +24.1% | -18.5% | +42.6% | +28.7% |
| 1Y | +20.9% | -14.4% | +35.3% | +23.6% |
| 3Y | +60.0% | +3.4% | +56.6% | +52.8% |
| All | +104.2% | +6.6% | +97.5% | +90.4% |
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 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