-28.0%
DHR vs GFI
+524.1%
-552.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -3.6% | -4.9% | +1.2% | -3.3% |
| 30D | -2.7% | +10.7% | -13.5% | -3.4% |
| 3M | +10.9% | +25.6% | -14.7% | +9.1% |
| 6M | +3.0% | -8.3% | +11.3% | +3.2% |
| YTD | -12.2% | +6.3% | -18.5% | -13.3% |
| 1Y | +3.3% | +22.1% | -18.8% | +0.5% |
| 3Y | -8.2% | +289.2% | -297.4% | -21.8% |
| All | -28.0% | +524.1% | -552.1% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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