+173.8%
DAL vs GH
+431.6%
-257.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.8% | +2.4% |
| 7D | +8.8% | -15.6% | +24.4% | +11.5% |
| 30D | +5.4% | -10.4% | +15.8% | +7.0% |
| 3M | -4.9% | -4.3% | -0.7% | -4.9% |
| 6M | +19.8% | +63.5% | -43.7% | +9.4% |
| YTD | +27.0% | +47.7% | -20.7% | +17.0% |
| 1Y | +52.5% | +56.7% | -4.3% | +39.2% |
| 3Y | +173.8% | +443.9% | -270.0% | +105.2% |
| All | +173.8% | +431.6% | -257.8% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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