+58.3%
DLR vs GH
+378.9%
-320.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | -1.2% | -2.6% | +1.5% | -0.9% |
| 3M | +2.9% | +25.1% | -22.2% | +0.2% |
| 6M | +6.7% | +78.5% | -71.8% | -0.3% |
| YTD | +23.9% | +59.4% | -35.5% | +16.7% |
| 1Y | +18.6% | +173.9% | -155.2% | +5.0% |
| All | +58.3% | +378.9% | -320.6% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling