+393.9%
GH vs DG
+30.5%
+363.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | -1.2% | -6.3% | +5.1% | +0.3% |
| 30D | -3.7% | +2.4% | -6.1% | -4.4% |
| 3M | +21.7% | +12.4% | +9.3% | +17.4% |
| 6M | +75.7% | -14.9% | +90.7% | +81.4% |
| YTD | +55.7% | -6.1% | +61.8% | +56.6% |
| 1Y | +181.1% | +17.9% | +163.3% | +163.9% |
| 3Y | +371.6% | +3.1% | +368.5% | +337.6% |
| 5Y | +23.2% | -38.7% | +61.9% | +37.3% |
| All | +393.9% | +30.5% | +363.4% | +247.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling