-10.0%
DHR vs GTLB
-62.5%
+52.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | +1.2% | -0.7% | +2.0% | +1.3% |
| 30D | +3.7% | -10.2% | +13.9% | +5.0% |
| 3M | +14.5% | +10.1% | +4.4% | +12.8% |
| 6M | +40.9% | +116.5% | -75.5% | +27.5% |
| YTD | +2.4% | +27.2% | -24.8% | -2.1% |
| 1Y | +6.1% | +8.6% | -2.4% | +3.3% |
| 3Y | +21.0% | +5.6% | +15.4% | +14.0% |
| All | -10.0% | -62.5% | +52.5% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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