+404.6%
DHI vs GPC
+86.4%
+318.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -3.4% | -3.2% | -0.2% | -1.6% |
| 30D | -5.4% | +0.5% | -6.0% | -5.7% |
| 3M | -10.4% | +31.7% | -42.2% | -23.9% |
| 6M | -2.8% | +24.7% | -27.5% | -14.7% |
| YTD | -3.4% | +11.8% | -15.2% | -11.1% |
| 1Y | -22.9% | -3.0% | -19.9% | -22.9% |
| 3Y | +20.7% | -1.1% | +21.8% | +15.1% |
| 5Y | +62.1% | +30.5% | +31.6% | +31.7% |
| All | +404.6% | +86.4% | +318.2% | +222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling