+380.7%
GH vs DRI
+167.8%
+212.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -8.2% | -0.7% | -7.5% | -7.9% |
| 30D | -4.9% | +14.7% | -19.6% | -9.7% |
| 3M | -6.2% | +5.4% | -11.7% | -8.7% |
| 6M | +60.0% | +18.8% | +41.2% | +48.2% |
| YTD | +51.5% | +28.4% | +23.2% | +35.9% |
| 1Y | +58.4% | +37.7% | +20.7% | +38.0% |
| 3Y | +617.2% | +68.0% | +549.3% | +465.7% |
| 5Y | +47.0% | +78.8% | -31.8% | +13.6% |
| All | +380.7% | +167.8% | +212.9% | +227.0% |
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