+54,250.3%
DHR vs GIS
+1,482.6%
+52,767.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | -0.8% | -8.3% | +7.5% | +1.8% |
| 30D | +0.2% | +2.2% | -1.9% | -0.5% |
| 3M | +12.1% | +15.7% | -3.6% | +6.8% |
| 6M | +5.4% | -12.0% | +17.4% | +9.0% |
| YTD | -10.0% | -15.0% | +5.0% | -6.2% |
| 1Y | +4.1% | -20.1% | +24.2% | +10.3% |
| 3Y | -5.2% | -34.6% | +29.4% | +5.8% |
| 5Y | -28.2% | -22.8% | -5.4% | -25.1% |
| 10Y | +208.4% | -18.5% | +226.9% | +207.0% |
| All | +54,250.3% | +1,482.6% | +52,767.7% | +21,442.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling