+128.7%
DIA vs GH
+467.1%
-338.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -1.6% | -2.5% | +0.9% | -1.3% |
| 30D | -2.0% | -4.7% | +2.6% | -1.7% |
| 3M | +3.6% | +20.2% | -16.6% | +1.6% |
| 6M | +11.5% | +78.8% | -67.3% | +5.0% |
| YTD | +10.4% | +54.1% | -43.7% | +5.1% |
| 1Y | +15.6% | +177.1% | -161.5% | +3.7% |
| 3Y | +58.9% | +371.6% | -312.8% | +31.1% |
| 5Y | +65.3% | +21.9% | +43.4% | +49.0% |
| All | +128.7% | +467.1% | -338.5% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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