+245.2%
DHR vs GD
+174.7%
+70.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +0.2% | +0.6% | -0.5% | -0.1% |
| 30D | +6.4% | +9.5% | -3.1% | +2.4% |
| 3M | +13.6% | -5.8% | +19.5% | +16.2% |
| 6M | +41.9% | +7.7% | +34.1% | +37.0% |
| YTD | +3.4% | +11.1% | -7.6% | -1.8% |
| 1Y | +9.9% | +6.1% | +3.8% | +6.4% |
| 3Y | +21.6% | +59.8% | -38.3% | -0.8% |
| 5Y | -10.6% | +104.6% | -115.2% | -33.9% |
| 10Y | +245.2% | +170.6% | +74.6% | +143.0% |
| All | +245.2% | +174.7% | +70.5% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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