+203.8%
DHR vs GAP
+31.2%
+172.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.5% |
| 7D | -3.6% | -4.1% | +0.5% | -3.2% |
| 30D | -2.7% | +6.2% | -9.0% | -3.6% |
| 3M | +10.9% | -0.7% | +11.6% | +10.8% |
| 6M | +3.0% | -7.1% | +10.2% | +3.3% |
| YTD | -12.2% | -14.1% | +1.9% | -11.4% |
| 1Y | +3.3% | -8.5% | +11.8% | +3.3% |
| 3Y | -8.2% | +115.4% | -123.6% | -19.5% |
| 5Y | -29.9% | +9.8% | -39.7% | -36.3% |
| All | +203.8% | +31.2% | +172.5% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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