+1,077.7%
DHR vs GM
+223.0%
+854.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.4% |
| 7D | -2.4% | -1.1% | -1.3% | -2.2% |
| 30D | -2.2% | -4.6% | +2.4% | -1.0% |
| 3M | +9.0% | +0.2% | +8.7% | +8.5% |
| 6M | +3.5% | +12.6% | -9.1% | -0.2% |
| YTD | -10.1% | +3.7% | -13.8% | -11.8% |
| 1Y | +6.2% | +45.6% | -39.4% | -4.7% |
| 3Y | -5.4% | +162.0% | -167.3% | -28.4% |
| 5Y | -27.9% | +80.5% | -108.4% | -42.1% |
| 10Y | +215.7% | +231.3% | -15.6% | +93.2% |
| All | +1,077.7% | +223.0% | +854.7% | +570.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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