+62.6%
DHI vs GFS
0.0%
+62.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.4% | +1.3% |
| 7D | -3.4% | +3.8% | -7.3% | -4.1% |
| 30D | -5.4% | -11.7% | +6.3% | -3.2% |
| 3M | -10.4% | -41.8% | +31.3% | -0.9% |
| 6M | -2.8% | +6.6% | -9.4% | -7.2% |
| YTD | -3.4% | +34.6% | -38.1% | -13.7% |
| 1Y | -22.9% | +46.2% | -69.1% | -32.8% |
| 3Y | +20.7% | -20.3% | +41.0% | +17.7% |
| All | +62.6% | 0.0% | +62.5% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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