-5.7%
DT vs GH
+80.5%
-86.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.1% | +0.1% |
| 7D | -25.5% | -7.7% | -17.8% | -24.5% |
| 30D | -22.3% | -10.0% | -12.3% | -21.1% |
| 3M | +2.3% | +5.5% | -3.2% | +0.9% |
| 6M | +20.7% | +84.9% | -64.2% | +7.3% |
| YTD | +7.9% | +65.0% | -57.1% | -2.2% |
| 1Y | -5.7% | +71.8% | -77.5% | -14.3% |
| All | -5.7% | +80.5% | -86.2% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling