-24.1%
DHR vs GFS
0.0%
-24.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.5% |
| 7D | -3.6% | +3.8% | -7.5% | -4.2% |
| 30D | -2.7% | -11.7% | +9.0% | -1.1% |
| 3M | +10.9% | -41.8% | +52.7% | +19.3% |
| 6M | +3.0% | +6.6% | -3.6% | -2.1% |
| YTD | -12.2% | +34.6% | -46.8% | -20.8% |
| 1Y | +3.3% | +46.2% | -42.8% | -8.8% |
| 3Y | -8.2% | -20.3% | +12.1% | -12.2% |
| All | -24.1% | 0.0% | -24.1% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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