+371.6%
GH vs DTE
+43.4%
+328.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -2.5% | -2.6% | +0.1% | -1.9% |
| 30D | -4.7% | -4.4% | -0.3% | -3.7% |
| 3M | +20.2% | -8.3% | +28.6% | +22.3% |
| 6M | +78.8% | -8.1% | +86.9% | +81.6% |
| YTD | +54.1% | +4.4% | +49.7% | +50.6% |
| 1Y | +177.1% | +0.2% | +176.9% | +173.9% |
| 3Y | +371.6% | +42.6% | +329.0% | +264.4% |
| All | +371.6% | +43.4% | +328.2% | +264.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling