+63.3%
DHI vs GTLB
-49.8%
+113.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.7% |
| 7D | -6.1% | -4.1% | -2.0% | -5.6% |
| 30D | -10.1% | +12.3% | -22.4% | -11.5% |
| 3M | -7.3% | +65.9% | -73.2% | -13.4% |
| 6M | -6.1% | +104.0% | -110.1% | -15.2% |
| YTD | -5.0% | +26.0% | -31.1% | -9.2% |
| 1Y | -22.1% | -3.5% | -18.6% | -23.1% |
| 3Y | +19.2% | -9.6% | +28.9% | +13.3% |
| All | +63.3% | -49.8% | +113.1% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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