+71.8%
GH vs DG
+45.3%
+26.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +8.5% | -12.2% | -3.6% |
| 7D | -7.7% | +12.3% | -19.9% | -7.8% |
| 30D | -10.0% | +19.3% | -29.3% | -10.7% |
| 3M | +5.5% | +11.9% | -6.4% | +5.2% |
| 6M | +84.9% | +25.0% | +59.9% | +80.8% |
| YTD | +65.0% | +8.7% | +56.3% | +65.1% |
| 1Y | +71.8% | +44.7% | +27.1% | +80.1% |
| All | +71.8% | +45.3% | +26.5% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling