-28.0%
DHR vs GNRC
-58.7%
+30.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.7% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -2.7% | -15.7% | +13.0% | +0.1% |
| 3M | +10.9% | -27.3% | +38.3% | +16.4% |
| 6M | +3.0% | -12.1% | +15.1% | +3.1% |
| YTD | -12.2% | +37.1% | -49.3% | -20.6% |
| 1Y | +3.3% | -0.5% | +3.8% | -0.7% |
| 3Y | -8.2% | +61.5% | -69.7% | -22.8% |
| All | -28.0% | -58.7% | +30.7% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling