+399.9%
GH vs D
+34.0%
+366.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.5% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | -4.5% | -0.7% | -3.7% | -4.3% |
| 3M | +28.9% | +2.1% | +26.8% | +27.7% |
| 6M | +76.5% | +6.8% | +69.7% | +71.7% |
| YTD | +57.6% | +16.5% | +41.1% | +48.5% |
| 1Y | +167.5% | +19.2% | +148.4% | +149.6% |
| 3Y | +377.4% | +61.9% | +315.5% | +287.5% |
| 5Y | +23.8% | +6.5% | +17.3% | +16.6% |
| All | +399.9% | +34.0% | +366.0% | +367.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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