+105.3%
DUK vs GH
+467.1%
-361.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.1% |
| 7D | -0.7% | -2.5% | +1.8% | -0.6% |
| 30D | -2.4% | -4.7% | +2.2% | -2.3% |
| 3M | -3.0% | +20.2% | -23.2% | -3.7% |
| 6M | -6.6% | +78.8% | -85.3% | -8.6% |
| YTD | +4.6% | +54.1% | -49.5% | +2.7% |
| 1Y | +1.2% | +177.1% | -175.8% | -2.7% |
| 3Y | +45.7% | +371.6% | -326.0% | +34.9% |
| 5Y | +40.3% | +21.9% | +18.4% | +36.0% |
| All | +105.3% | +467.1% | -361.8% | +84.5% |
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