+7.7%
GEHC vs DAR
+8.4%
-0.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | -7.9% | +0.9% | -8.8% | -8.0% |
| 30D | -11.7% | +6.4% | -18.1% | -12.8% |
| 3M | +0.8% | +13.2% | -12.4% | -1.9% |
| 6M | -11.6% | +26.2% | -37.8% | -16.4% |
| YTD | -21.6% | +84.4% | -105.9% | -32.0% |
| 1Y | -15.3% | +112.0% | -127.3% | -29.2% |
| 3Y | -0.5% | +13.4% | -13.9% | -8.7% |
| All | +7.7% | +8.4% | -0.7% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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