+103.0%
DLR vs GEHC
+10.0%
+93.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.6% |
| 7D | +1.6% | -4.0% | +5.6% | +2.4% |
| 30D | -3.4% | -2.0% | -1.4% | -3.0% |
| 3M | +0.5% | +8.0% | -7.5% | -1.6% |
| 6M | +4.6% | -12.8% | +17.3% | +7.2% |
| YTD | +23.4% | -15.9% | +39.3% | +27.2% |
| 1Y | +19.0% | -6.9% | +25.9% | +19.2% |
| 3Y | +56.5% | 0.0% | +56.6% | +51.0% |
| All | +103.0% | +10.0% | +93.0% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling