+835.9%
DHR vs GWRE
+741.3%
+94.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -3.6% | -13.2% | +9.6% | -0.7% |
| 30D | -2.7% | -18.6% | +15.8% | +0.8% |
| 3M | +10.9% | +18.9% | -8.0% | +5.1% |
| 6M | +3.0% | -11.0% | +14.0% | +2.7% |
| YTD | -12.2% | -29.9% | +17.7% | -8.1% |
| 1Y | +3.3% | -44.3% | +47.7% | +14.0% |
| 3Y | -8.2% | +51.7% | -59.9% | -23.4% |
| 5Y | -29.9% | +15.4% | -45.3% | -39.4% |
| 10Y | +208.5% | +129.4% | +79.0% | +125.5% |
| All | +835.9% | +741.3% | +94.6% | +518.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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