+61.2%
GH vs DRI
+34.4%
+26.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | +0.6% | +1.1% | -0.5% | +0.5% |
| 30D | -6.9% | +9.7% | -16.6% | -7.4% |
| 3M | -4.9% | +3.2% | -8.1% | -4.7% |
| 6M | +54.1% | +20.6% | +33.5% | +48.6% |
| YTD | +48.5% | +28.3% | +20.3% | +43.6% |
| 1Y | +61.2% | +34.5% | +26.6% | +54.8% |
| All | +61.2% | +34.4% | +26.7% | +54.8% |
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