+71.8%
GH vs DGX
+45.0%
+26.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.5% | -7.2% | -5.1% |
| 7D | -7.7% | +4.1% | -11.8% | -9.3% |
| 30D | -10.0% | +10.5% | -20.5% | -13.8% |
| 3M | +5.5% | +9.8% | -4.3% | +1.2% |
| 6M | +84.9% | +34.6% | +50.4% | +61.4% |
| YTD | +65.0% | +49.8% | +15.2% | +32.7% |
| 1Y | +71.8% | +46.0% | +25.7% | +41.3% |
| All | +71.8% | +45.0% | +26.8% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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