+1,157.4%
DHI vs GNRC
+2,082.9%
-925.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.8% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -5.4% | -15.7% | +10.3% | -0.7% |
| 3M | -10.4% | -27.3% | +16.9% | -2.5% |
| 6M | -2.8% | -12.1% | +9.3% | -1.4% |
| YTD | -3.4% | +37.1% | -40.5% | -15.7% |
| 1Y | -22.9% | -0.5% | -22.4% | -26.5% |
| 3Y | +20.7% | +61.5% | -40.8% | -5.1% |
| 5Y | +62.1% | -58.6% | +120.7% | +81.1% |
| 10Y | +410.4% | +446.3% | -35.8% | +143.1% |
| All | +1,157.4% | +2,082.9% | -925.5% | +270.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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