+393.9%
GH vs DAR
+243.7%
+150.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.8% |
| 7D | -1.2% | +0.9% | -2.2% | -1.6% |
| 30D | -3.7% | +6.4% | -10.1% | -5.9% |
| 3M | +21.7% | +13.2% | +8.4% | +15.8% |
| 6M | +75.7% | +26.2% | +49.6% | +60.2% |
| YTD | +55.7% | +84.4% | -28.7% | +24.2% |
| 1Y | +181.1% | +112.0% | +69.1% | +110.4% |
| 3Y | +371.6% | +13.4% | +358.3% | +326.6% |
| 5Y | +23.2% | -6.0% | +29.2% | +18.4% |
| All | +393.9% | +243.7% | +150.2% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DAR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling