+60.5%
DHI vs GPC
+29.9%
+30.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.0% |
| 7D | -6.1% | -1.8% | -4.4% | -5.1% |
| 30D | -10.1% | +0.1% | -10.2% | -10.1% |
| 3M | -7.3% | +37.4% | -44.7% | -23.7% |
| 6M | -6.1% | +25.4% | -31.6% | -18.4% |
| YTD | -5.0% | +12.2% | -17.2% | -13.6% |
| 1Y | -22.1% | -0.3% | -21.8% | -23.7% |
| 3Y | +19.2% | -1.6% | +20.8% | +12.8% |
| All | +60.5% | +29.9% | +30.6% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling