+245.2%
DHR vs GPC
+78.6%
+166.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.1% |
| 7D | +0.2% | -2.1% | +2.3% | +0.8% |
| 30D | +6.4% | -4.5% | +10.9% | +7.8% |
| 3M | +13.6% | -7.7% | +21.3% | +16.2% |
| 6M | +41.9% | +24.3% | +17.5% | +31.9% |
| YTD | +3.4% | +3.5% | -0.1% | +1.0% |
| 1Y | +9.9% | +0.7% | +9.1% | +8.2% |
| 3Y | +21.6% | 0.0% | +21.6% | +17.8% |
| 5Y | -10.6% | +5.8% | -16.4% | -15.1% |
| 10Y | +245.2% | +75.8% | +169.4% | +178.7% |
| All | +245.2% | +78.6% | +166.6% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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