+606.9%
GEV vs DHR
-18.6%
+625.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.7% | -2.4% |
| 7D | -1.9% | -5.0% | +3.1% | -0.9% |
| 30D | -8.7% | -3.3% | -5.4% | -8.1% |
| 3M | +6.6% | +9.4% | -2.8% | +3.6% |
| 6M | +10.2% | +3.2% | +7.1% | +8.5% |
| YTD | +41.6% | -12.0% | +53.7% | +46.3% |
| 1Y | +43.9% | +4.9% | +39.0% | +38.9% |
| All | +606.9% | -18.6% | +625.5% | +596.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 3y: compounded portfolio wealth divided by compounded DHR 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…
3y analysis · Full analysis span regression · 6 months rolling