+1,704.0%
GS vs DHR
+3,392.4%
-1,688.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.2% |
| 7D | -3.2% | -0.9% | -2.4% | -2.7% |
| 30D | -2.4% | +5.4% | -7.8% | -4.9% |
| 3M | -15.7% | +15.3% | -31.1% | -22.1% |
| 6M | -6.8% | +32.1% | -38.9% | -21.0% |
| YTD | -0.1% | +1.2% | -1.2% | -3.1% |
| 1Y | +12.1% | +10.1% | +2.0% | +3.9% |
| 3Y | +185.8% | +19.9% | +165.9% | +145.3% |
| 5Y | +140.1% | -8.8% | +148.9% | +130.5% |
| 10Y | +505.2% | +255.3% | +249.9% | +164.3% |
| All | +1,704.0% | +3,392.4% | -1,688.3% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling