+132.3%
DIA vs GH
+481.7%
-349.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -1.5% | -1.1% | -0.4% | -1.5% |
| 3M | +3.8% | +21.3% | -17.5% | +1.6% |
| 6M | +10.3% | +73.5% | -63.3% | +4.1% |
| YTD | +12.1% | +58.0% | -45.9% | +6.5% |
| 1Y | +18.6% | +163.1% | -144.4% | +7.0% |
| 3Y | +60.6% | +361.0% | -300.4% | +32.9% |
| 5Y | +64.4% | +22.5% | +41.9% | +48.2% |
| All | +132.3% | +481.7% | -349.4% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling