+371.1%
GH vs DD
+56.7%
+314.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | +0.6% | +5.0% | -4.4% | -1.6% |
| 30D | -6.9% | +19.7% | -26.6% | -14.2% |
| 3M | -4.9% | +7.2% | -12.1% | -8.1% |
| 6M | +54.1% | +1.0% | +53.0% | +52.2% |
| YTD | +48.5% | +29.1% | +19.4% | +29.9% |
| 1Y | +61.2% | +28.5% | +32.7% | +40.9% |
| 3Y | +570.3% | +89.4% | +480.9% | +374.1% |
| 5Y | +46.1% | +67.1% | -21.0% | +7.7% |
| All | +371.1% | +56.7% | +314.4% | +239.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling