+63.6%
DIA vs GH
+24.4%
+39.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.8% |
| 7D | -1.2% | -0.2% | -1.1% | -1.2% |
| 30D | -2.7% | -2.6% | 0.0% | -2.5% |
| 3M | +3.3% | +25.1% | -21.8% | +1.2% |
| 6M | +10.4% | +78.5% | -68.1% | +4.9% |
| YTD | +10.0% | +59.4% | -49.4% | +5.2% |
| 1Y | +16.2% | +173.9% | -157.7% | +6.0% |
| 3Y | +58.7% | +382.7% | -324.0% | +34.8% |
| 5Y | +63.6% | +24.4% | +39.2% | +40.2% |
| All | +63.6% | +24.4% | +39.1% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling