-8.2%
DHR vs GNRC
+61.6%
-69.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.6% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -2.7% | -15.7% | +13.0% | -0.5% |
| 3M | +10.9% | -27.3% | +38.3% | +15.2% |
| 6M | +3.0% | -12.1% | +15.1% | +2.4% |
| YTD | -12.2% | +37.1% | -49.3% | -21.2% |
| 1Y | +3.3% | -0.5% | +3.8% | -1.2% |
| 3Y | -8.2% | +61.5% | -69.7% | -22.2% |
| All | -8.2% | +61.6% | -69.8% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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