+371.1%
GH vs DRI
+167.6%
+203.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | +0.6% | +1.1% | -0.5% | +0.2% |
| 30D | -6.9% | +9.7% | -16.6% | -10.2% |
| 3M | -4.9% | +3.2% | -8.1% | -6.6% |
| 6M | +54.1% | +20.6% | +33.5% | +41.9% |
| YTD | +48.5% | +28.3% | +20.3% | +33.2% |
| 1Y | +61.2% | +34.5% | +26.6% | +41.6% |
| 3Y | +570.3% | +66.5% | +503.8% | +430.4% |
| 5Y | +46.1% | +79.6% | -33.5% | +12.8% |
| All | +371.1% | +167.6% | +203.6% | +220.6% |
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