+210.7%
DHR vs GD
+188.9%
+21.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.9% |
| 7D | -3.9% | -5.3% | +1.4% | -1.8% |
| 30D | +4.0% | -6.4% | +10.4% | +6.8% |
| 3M | +11.5% | +5.7% | +5.8% | +8.7% |
| 6M | +1.9% | -0.9% | +2.8% | +1.9% |
| YTD | -8.9% | +8.2% | -17.1% | -12.4% |
| 1Y | +5.1% | +13.4% | -8.3% | -0.8% |
| 3Y | -10.3% | +68.5% | -78.8% | -28.3% |
| 5Y | -27.8% | +97.2% | -124.9% | -45.8% |
| All | +210.7% | +188.9% | +21.7% | +97.2% |
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