+42.5%
GS vs DHR
+5.7%
+36.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +3.4% | -0.8% | +4.2% | +3.5% |
| 30D | +0.2% | +0.2% | 0.0% | +0.2% |
| 3M | -0.3% | +12.1% | -12.4% | -2.6% |
| 6M | +27.4% | +5.4% | +21.9% | +25.9% |
| YTD | +19.6% | -10.0% | +29.6% | +22.0% |
| 1Y | +42.5% | +4.1% | +38.4% | +45.9% |
| All | +42.5% | +5.7% | +36.8% | +45.9% |
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 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