+198.8%
GS vs DHR
+20.5%
+178.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | +5.1% | +2.6% | +2.6% | +4.3% |
| 30D | +2.4% | +4.2% | -1.8% | +1.3% |
| 3M | -11.5% | +13.0% | -24.5% | -14.8% |
| 6M | -2.5% | +40.2% | -42.7% | -14.4% |
| YTD | +5.5% | +2.0% | +3.4% | +4.9% |
| 1Y | +11.0% | +6.6% | +4.4% | +8.5% |
| All | +198.8% | +20.5% | +178.2% | +172.6% |
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