+173.9%
GH vs DRI
+3.0%
+170.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.1% |
| 7D | -0.2% | -4.8% | +4.7% | -0.3% |
| 30D | -2.6% | -3.9% | +1.3% | -2.7% |
| 3M | +25.1% | +5.1% | +20.0% | +25.1% |
| 6M | +78.5% | +5.5% | +73.0% | +77.8% |
| YTD | +59.4% | +16.5% | +42.9% | +66.4% |
| 1Y | +173.9% | +2.0% | +171.9% | +179.3% |
| All | +173.9% | +3.0% | +170.8% | +179.3% |
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