+12,501.5%
DHI vs GFI
+829.2%
+11,672.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.8% |
| 7D | -3.4% | -4.9% | +1.4% | -3.1% |
| 30D | -5.4% | +10.7% | -16.2% | -6.1% |
| 3M | -10.4% | +25.6% | -36.1% | -11.9% |
| 6M | -2.8% | -8.3% | +5.5% | -2.7% |
| YTD | -3.4% | +6.3% | -9.7% | -4.5% |
| 1Y | -22.9% | +22.1% | -45.0% | -24.7% |
| 3Y | +20.7% | +289.2% | -268.5% | +8.2% |
| 5Y | +62.1% | +531.7% | -469.5% | +39.3% |
| 10Y | +410.4% | +1,043.8% | -633.4% | +311.4% |
| All | +12,501.5% | +829.2% | +11,672.3% | +10,604.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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