+401.3%
GH vs DG
+41.3%
+360.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -0.1% | +8.4% | -8.5% | -2.0% |
| 30D | -1.1% | +4.9% | -6.0% | -2.4% |
| 3M | +21.3% | +29.3% | -8.0% | +13.1% |
| 6M | +73.5% | -11.3% | +84.8% | +77.4% |
| YTD | +58.0% | +1.8% | +56.3% | +55.9% |
| 1Y | +163.1% | +25.3% | +137.7% | +143.5% |
| 3Y | +361.0% | +9.1% | +352.0% | +323.3% |
| 5Y | +22.5% | -34.9% | +57.4% | +35.1% |
| All | +401.3% | +41.3% | +360.0% | +245.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling