+12,501.5%
DHI vs GAP
+771.8%
+11,729.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.9% |
| 7D | -3.4% | -4.1% | +0.7% | -2.3% |
| 30D | -5.4% | +6.2% | -11.7% | -7.3% |
| 3M | -10.4% | -0.7% | -9.8% | -10.7% |
| 6M | -2.8% | -7.1% | +4.4% | -1.9% |
| YTD | -3.4% | -14.1% | +10.7% | -1.1% |
| 1Y | -22.9% | -8.5% | -14.4% | -22.9% |
| 3Y | +20.7% | +115.4% | -94.7% | -13.8% |
| 5Y | +62.1% | +9.8% | +52.3% | +31.2% |
| 10Y | +410.4% | +30.6% | +379.9% | +223.4% |
| All | +12,501.5% | +771.8% | +11,729.7% | +4,986.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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