+371.1%
GH vs D
+36.9%
+334.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.1% |
| 7D | +0.6% | -1.4% | +1.9% | +1.0% |
| 30D | -6.9% | +7.7% | -14.7% | -9.4% |
| 3M | -4.9% | -0.3% | -4.6% | -5.1% |
| 6M | +54.1% | +10.1% | +44.0% | +48.1% |
| YTD | +48.5% | +19.1% | +29.5% | +38.5% |
| 1Y | +61.2% | +15.9% | +45.3% | +51.6% |
| 3Y | +570.3% | +75.0% | +495.3% | +428.6% |
| 5Y | +46.1% | +13.4% | +32.8% | +34.1% |
| All | +371.1% | +36.9% | +334.2% | +336.4% |
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