+401.3%
GH vs DD
+34.1%
+367.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | -0.1% | -3.5% | +3.5% | +1.6% |
| 30D | -1.1% | -10.3% | +9.2% | +3.8% |
| 3M | +21.3% | -7.5% | +28.8% | +25.2% |
| 6M | +73.5% | -8.0% | +81.5% | +78.3% |
| YTD | +58.0% | +10.5% | +47.6% | +48.6% |
| 1Y | +163.1% | +38.3% | +124.8% | +119.6% |
| 3Y | +361.0% | +42.5% | +318.6% | +271.7% |
| 5Y | +22.5% | +60.2% | -37.6% | -7.3% |
| All | +401.3% | +34.1% | +367.2% | +288.6% |
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