+3,047.0%
DHR vs GME
+1,066.0%
+1,981.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | +0.2% | -1.4% | +1.6% | +0.3% |
| 3M | +12.1% | -15.1% | +27.2% | +12.7% |
| 6M | +5.4% | -22.5% | +27.9% | +6.4% |
| YTD | -10.0% | -5.9% | -4.0% | -9.9% |
| 1Y | +4.1% | -18.6% | +22.7% | +4.7% |
| 3Y | -5.2% | +6.7% | -11.9% | -10.5% |
| 5Y | -28.2% | -62.0% | +33.8% | -31.2% |
| 10Y | +208.4% | +239.5% | -31.1% | +74.1% |
| All | +3,047.0% | +1,066.0% | +1,981.0% | +1,219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling