+246.3%
DHR vs GD
+174.9%
+71.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.2% |
| 7D | +2.6% | -1.9% | +4.5% | +3.4% |
| 30D | +7.4% | +10.9% | -3.5% | +2.9% |
| 3M | +13.0% | -6.8% | +19.7% | +15.9% |
| 6M | +38.5% | +7.0% | +31.5% | +34.1% |
| YTD | +3.8% | +11.1% | -7.4% | -1.4% |
| 1Y | +12.6% | +7.0% | +5.6% | +8.6% |
| 3Y | +22.0% | +59.9% | -37.9% | -0.5% |
| 5Y | -9.5% | +102.5% | -112.0% | -32.8% |
| All | +246.3% | +174.9% | +71.5% | +143.8% |
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