+401.3%
GH vs D
+33.2%
+368.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.7% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | -1.1% | -3.6% | +2.5% | +0.1% |
| 3M | +21.3% | -1.0% | +22.3% | +21.4% |
| 6M | +73.5% | +6.3% | +67.2% | +69.0% |
| YTD | +58.0% | +14.7% | +43.3% | +49.7% |
| 1Y | +163.1% | +16.9% | +146.1% | +147.0% |
| 3Y | +361.0% | +56.8% | +304.2% | +278.3% |
| 5Y | +22.5% | +5.2% | +17.3% | +15.8% |
| All | +401.3% | +33.2% | +368.1% | +369.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling