+36.6%
GH vs D
+12.5%
+24.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | -15.6% | +3.0% | -18.6% | -16.2% |
| 30D | -10.4% | +11.5% | -21.9% | -12.8% |
| 3M | -4.3% | +3.7% | -8.0% | -5.2% |
| 6M | +63.5% | +13.5% | +50.0% | +57.6% |
| YTD | +47.7% | +20.7% | +27.0% | +39.6% |
| 1Y | +56.7% | +18.2% | +38.5% | +49.0% |
| 3Y | +443.9% | +73.3% | +370.6% | +348.6% |
| All | +36.6% | +12.5% | +24.2% | +30.9% |
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 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