+203.8%
DHR vs GME
+285.6%
-81.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.2% |
| 7D | -3.6% | +10.4% | -14.0% | -3.7% |
| 30D | -2.7% | +14.1% | -16.8% | -2.9% |
| 3M | +10.9% | -4.6% | +15.6% | +11.0% |
| 6M | +3.0% | -13.5% | +16.6% | +3.2% |
| YTD | -12.2% | +5.3% | -17.5% | -12.3% |
| 1Y | +3.3% | -14.9% | +18.2% | +3.4% |
| 3Y | -8.2% | +24.3% | -32.5% | -9.6% |
| 5Y | -29.9% | -55.6% | +25.7% | -30.9% |
| All | +203.8% | +285.6% | -81.8% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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