+371.1%
GH vs DG
+43.0%
+328.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -6.9% | +3.2% | -10.2% | -8.0% |
| 3M | -4.9% | +10.4% | -15.3% | -7.8% |
| 6M | +54.1% | +33.2% | +20.9% | +41.8% |
| YTD | +48.5% | +3.0% | +45.5% | +45.3% |
| 1Y | +61.2% | +31.2% | +29.9% | +47.1% |
| 3Y | +570.3% | +21.8% | +548.5% | +488.6% |
| 5Y | +46.1% | -35.0% | +81.1% | +60.8% |
| All | +371.1% | +43.0% | +328.1% | +222.3% |
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