-12.8%
DT vs GH
+584.3%
-597.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | +3.1% | +0.6% | +2.6% | +3.0% |
| 30D | -29.5% | -6.9% | -22.6% | -28.9% |
| 3M | -11.7% | -4.9% | -6.8% | -11.4% |
| 6M | +29.0% | +54.1% | -25.1% | +21.7% |
| YTD | +3.4% | +48.5% | -45.2% | -2.4% |
| 1Y | -4.2% | +61.2% | -65.4% | -10.5% |
| 3Y | -12.8% | +570.3% | -583.2% | -33.3% |
| All | -12.8% | +584.3% | -597.1% | -33.3% |
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 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