-8.0%
DHR vs GIS
-37.3%
+29.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.4% |
| 7D | -5.0% | -8.4% | +3.4% | -2.9% |
| 30D | -3.3% | -5.2% | +1.9% | -2.2% |
| 3M | +9.4% | +8.2% | +1.3% | +7.0% |
| 6M | +3.2% | -12.0% | +15.2% | +6.0% |
| YTD | -12.0% | -18.9% | +6.8% | -7.9% |
| 1Y | +4.9% | -23.6% | +28.5% | +11.5% |
| All | -8.0% | -37.3% | +29.2% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 3y: compounded portfolio wealth divided by compounded GIS 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…
3y analysis · Full analysis span regression · 6 months rolling