+405.5%
GH vs DRI
+143.0%
+262.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.7% |
| 7D | -0.2% | -4.8% | +4.7% | +1.6% |
| 30D | -2.6% | -3.9% | +1.3% | -1.4% |
| 3M | +25.1% | +5.1% | +20.0% | +21.9% |
| 6M | +78.5% | +5.5% | +73.0% | +73.5% |
| YTD | +59.4% | +16.5% | +42.9% | +48.7% |
| 1Y | +173.9% | +2.0% | +171.9% | +166.8% |
| 3Y | +382.7% | +54.5% | +328.2% | +294.6% |
| 5Y | +24.4% | +66.6% | -42.2% | -1.1% |
| All | +405.5% | +143.0% | +262.5% | +258.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling