+12.1%
GS vs DHR
+9.9%
+2.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | -3.2% | -0.9% | -2.4% | -3.0% |
| 30D | -2.4% | +5.4% | -7.8% | -2.9% |
| 3M | -15.7% | +15.3% | -31.1% | -17.0% |
| 6M | -6.8% | +32.1% | -38.9% | -12.7% |
| YTD | -0.1% | +1.2% | -1.2% | +4.9% |
| 1Y | +12.1% | +10.1% | +2.0% | +15.3% |
| All | +12.1% | +9.9% | +2.2% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling