+215.7%
DHR vs GPC
+83.6%
+132.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -2.2% | +1.3% | -3.5% | -2.6% |
| 3M | +9.0% | +37.1% | -28.2% | -1.3% |
| 6M | +3.5% | +23.2% | -19.7% | -3.4% |
| YTD | -10.1% | +13.1% | -23.2% | -14.4% |
| 1Y | +6.2% | +0.9% | +5.3% | +4.7% |
| 3Y | -5.4% | -0.8% | -4.6% | -8.3% |
| 5Y | -27.9% | +31.1% | -59.0% | -35.4% |
| 10Y | +215.7% | +87.4% | +128.4% | +148.3% |
| All | +215.7% | +83.6% | +132.1% | +148.3% |
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