+389.7%
DE vs GH
+481.7%
-92.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | +10.0% | -0.1% | +10.1% | +10.0% |
| 30D | +13.3% | -1.1% | +14.4% | +13.4% |
| 3M | +17.5% | +21.3% | -3.8% | +15.0% |
| 6M | +13.6% | +73.5% | -60.0% | +6.9% |
| YTD | +49.8% | +58.0% | -8.2% | +42.0% |
| 1Y | +47.9% | +163.1% | -115.2% | +32.6% |
| 3Y | +72.5% | +361.0% | -288.5% | +41.1% |
| 5Y | +90.2% | +22.5% | +67.7% | +71.8% |
| All | +389.7% | +481.7% | -92.0% | +231.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling