+26.1%
GH vs DD
+58.1%
-32.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +2.5% |
| 7D | -0.2% | -3.8% | +3.6% | +1.9% |
| 30D | -2.6% | -9.2% | +6.6% | +2.4% |
| 3M | +25.1% | -9.0% | +34.1% | +30.8% |
| 6M | +78.5% | -5.0% | +83.4% | +80.5% |
| YTD | +59.4% | +7.4% | +52.0% | +49.4% |
| 1Y | +173.9% | +35.1% | +138.7% | +119.8% |
| 3Y | +382.7% | +43.2% | +339.5% | +259.9% |
| All | +26.1% | +58.1% | -32.0% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling