+382.4%
GH vs DD
+45.9%
+336.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -2.1% | -0.6% | -1.5% | -1.8% |
| 30D | -4.5% | -7.4% | +3.0% | -1.3% |
| 3M | +28.9% | -6.4% | +35.3% | +32.1% |
| 6M | +76.5% | -2.5% | +79.0% | +76.2% |
| YTD | +57.6% | +10.2% | +47.4% | +48.0% |
| 1Y | +167.5% | +36.9% | +130.6% | +121.9% |
| All | +382.4% | +45.9% | +336.5% | +267.9% |
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