+71.8%
GH vs DRI
+34.0%
+37.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.1% | -8.8% | -3.8% |
| 7D | -7.7% | +6.5% | -14.2% | -7.9% |
| 30D | -10.0% | +16.4% | -26.4% | -10.8% |
| 3M | +5.5% | +13.6% | -8.1% | +4.5% |
| 6M | +84.9% | +22.0% | +62.9% | +78.5% |
| YTD | +65.0% | +29.3% | +35.7% | +60.1% |
| 1Y | +71.8% | +32.0% | +39.8% | +66.4% |
| All | +71.8% | +34.0% | +37.8% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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