+108.4%
DUK vs GH
+480.1%
-371.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +0.7% | -2.1% | +2.8% | +0.8% |
| 30D | -2.0% | -4.5% | +2.4% | -1.9% |
| 3M | +0.2% | +28.9% | -28.7% | -0.7% |
| 6M | -6.9% | +76.5% | -83.4% | -8.9% |
| YTD | +6.1% | +57.6% | -51.5% | +4.2% |
| 1Y | +4.4% | +167.5% | -163.1% | +0.5% |
| 3Y | +49.1% | +377.4% | -328.3% | +38.1% |
| 5Y | +39.6% | +23.8% | +15.7% | +35.2% |
| All | +108.4% | +480.1% | -371.7% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling