+115.6%
DT vs GH
+68.9%
+46.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.3% |
| 7D | -2.5% | -1.2% | -1.3% | -2.2% |
| 30D | +3.5% | -3.7% | +7.2% | +4.4% |
| 3M | +26.7% | +21.7% | +5.0% | +18.9% |
| 6M | +36.1% | +75.7% | -39.6% | +13.4% |
| YTD | +18.6% | +55.7% | -37.1% | +1.9% |
| 1Y | +7.9% | +181.1% | -173.2% | -24.0% |
| 3Y | +8.6% | +371.6% | -363.0% | -42.5% |
| 5Y | -26.7% | +23.2% | -49.9% | -42.3% |
| All | +115.6% | +68.9% | +46.7% | +35.2% |
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 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