+54,893.9%
DHR vs GPC
+2,341.8%
+52,552.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.1% |
| 7D | -3.9% | +1.2% | -5.1% | -4.4% |
| 30D | +4.0% | +6.0% | -2.0% | +1.4% |
| 3M | +11.5% | +42.6% | -31.1% | -4.8% |
| 6M | +1.9% | +22.8% | -20.9% | -7.6% |
| YTD | -8.9% | +15.5% | -24.4% | -15.8% |
| 1Y | +5.1% | +2.0% | +3.1% | +2.4% |
| 3Y | -10.3% | -1.4% | -8.9% | -14.2% |
| 5Y | -27.8% | +30.6% | -58.4% | -39.8% |
| 10Y | +203.6% | +80.6% | +123.0% | +100.0% |
| All | +54,893.9% | +2,341.8% | +52,552.1% | +11,816.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling