+23.8%
GH vs DRI
+70.3%
-46.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | +0.8% |
| 7D | -2.1% | -1.2% | -0.9% | -1.4% |
| 30D | -4.5% | -0.4% | -4.1% | -4.6% |
| 3M | +28.9% | +9.5% | +19.4% | +20.5% |
| 6M | +76.5% | +6.5% | +70.1% | +67.4% |
| YTD | +57.6% | +18.4% | +39.2% | +38.7% |
| 1Y | +167.5% | +4.2% | +163.3% | +153.1% |
| 3Y | +377.4% | +57.1% | +320.3% | +210.5% |
| 5Y | +23.8% | +70.4% | -46.6% | -30.7% |
| All | +23.8% | +70.3% | -46.5% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling