+606.0%
GH vs DRI
+70.6%
+535.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.7% | +4.9% |
| 7D | -7.0% | +3.1% | -10.1% | -7.6% |
| 30D | -5.2% | +16.2% | -21.4% | -8.4% |
| 3M | -5.8% | +8.4% | -14.1% | -7.7% |
| 6M | +65.9% | +19.0% | +46.9% | +57.4% |
| YTD | +55.5% | +28.8% | +26.6% | +43.8% |
| 1Y | +64.2% | +33.1% | +31.0% | +50.0% |
| 3Y | +606.0% | +70.8% | +535.3% | +423.5% |
| All | +606.0% | +70.6% | +535.5% | +423.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling