+22.1%
GH vs D
+5.6%
+16.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | -0.1% | +1.5% | -1.5% | -0.4% |
| 30D | -1.1% | -2.6% | +1.5% | -0.4% |
| 3M | +21.3% | 0.0% | +21.3% | +21.0% |
| 6M | +73.5% | +7.4% | +66.2% | +69.4% |
| YTD | +58.0% | +15.9% | +42.2% | +50.8% |
| 1Y | +163.1% | +18.1% | +144.9% | +149.2% |
| 3Y | +361.0% | +58.4% | +302.7% | +286.6% |
| All | +22.1% | +5.6% | +16.5% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling