-22.2%
DHR vs GFS
-3.9%
-18.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.8% | +2.6% | -3.5% | -1.2% |
| 30D | +0.2% | -16.4% | +16.6% | +2.7% |
| 3M | +12.1% | -41.6% | +53.6% | +20.2% |
| 6M | +5.4% | -3.7% | +9.1% | +1.9% |
| YTD | -10.0% | +29.3% | -39.3% | -18.3% |
| 1Y | +4.1% | +37.1% | -33.0% | -7.1% |
| 3Y | -5.2% | -22.1% | +16.9% | -9.1% |
| All | -22.2% | -3.9% | -18.2% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling