-11.6%
DHR vs GD
+94.5%
-106.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +2.0% |
| 7D | -0.9% | -5.0% | +4.1% | +1.4% |
| 30D | +5.4% | +8.9% | -3.5% | +1.2% |
| 3M | +15.3% | -8.0% | +23.4% | +19.6% |
| 6M | +32.1% | +2.9% | +29.2% | +29.6% |
| YTD | +1.2% | +7.1% | -5.9% | -3.1% |
| 1Y | +10.1% | +5.9% | +4.2% | +5.9% |
| 3Y | +19.9% | +53.9% | -34.0% | -4.8% |
| All | -11.6% | +94.5% | -106.1% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling