+371.6%
GH vs DGX
+96.4%
+275.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.7% |
| 7D | -2.5% | -0.9% | -1.6% | -2.1% |
| 30D | -4.7% | -1.2% | -3.5% | -4.2% |
| 3M | +20.2% | +15.8% | +4.5% | +12.9% |
| 6M | +78.8% | +18.2% | +60.6% | +66.3% |
| YTD | +54.1% | +37.2% | +16.9% | +34.2% |
| 1Y | +177.1% | +30.4% | +146.7% | +146.2% |
| 3Y | +371.6% | +96.7% | +274.9% | +241.0% |
| All | +371.6% | +96.4% | +275.2% | +241.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling