+570.3%
GH vs DD
+88.8%
+481.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | +0.6% | +5.0% | -4.4% | -1.5% |
| 30D | -6.9% | +19.7% | -26.6% | -13.6% |
| 3M | -4.9% | +7.2% | -12.1% | -7.8% |
| 6M | +54.1% | +1.0% | +53.0% | +52.6% |
| YTD | +48.5% | +29.1% | +19.4% | +30.6% |
| 1Y | +61.2% | +28.5% | +32.7% | +41.7% |
| 3Y | +570.3% | +89.4% | +480.9% | +286.2% |
| All | +570.3% | +88.8% | +481.6% | +286.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling