+181.1%
GH vs DD
+35.1%
+146.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -1.2% | -2.9% | +1.7% | -0.8% |
| 30D | -3.7% | -11.5% | +7.8% | -2.1% |
| 3M | +21.7% | -5.4% | +27.1% | +22.4% |
| 6M | +75.7% | -6.9% | +82.6% | +76.8% |
| YTD | +55.7% | +6.9% | +48.8% | +62.6% |
| 1Y | +181.1% | +35.6% | +145.5% | +208.7% |
| All | +181.1% | +35.1% | +146.0% | +208.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling