+388.8%
GH vs DTE
+85.9%
+302.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | -2.5% | -2.6% | +0.1% | -1.5% |
| 30D | -4.7% | -4.4% | -0.3% | -3.1% |
| 3M | +20.2% | -8.3% | +28.6% | +23.9% |
| 6M | +78.8% | -8.1% | +86.9% | +83.7% |
| YTD | +54.1% | +4.4% | +49.7% | +50.2% |
| 1Y | +177.1% | +0.2% | +176.9% | +174.2% |
| 3Y | +371.6% | +42.6% | +329.0% | +295.9% |
| 5Y | +21.9% | +31.5% | -9.6% | +4.8% |
| All | +388.8% | +85.9% | +302.8% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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