-18.2%
DHI vs GPN
+8.1%
-26.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.4% |
| 7D | -3.1% | +0.8% | -3.9% | -3.4% |
| 30D | -5.5% | +5.8% | -11.2% | -7.1% |
| 3M | -2.2% | +37.0% | -39.2% | -11.1% |
| 6M | -6.0% | +20.1% | -26.1% | -12.1% |
| YTD | 0.0% | +20.4% | -20.4% | -5.4% |
| 1Y | -18.2% | +7.4% | -25.7% | -20.0% |
| All | -18.2% | +8.1% | -26.3% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling