+405.5%
GH vs DTE
+90.8%
+314.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -2.6% | -0.5% | -2.1% | -2.5% |
| 3M | +25.1% | -6.0% | +31.1% | +27.7% |
| 6M | +78.5% | -7.2% | +85.7% | +82.8% |
| YTD | +59.4% | +7.2% | +52.2% | +53.8% |
| 1Y | +173.9% | +4.1% | +169.8% | +167.0% |
| 3Y | +382.7% | +46.9% | +335.9% | +300.6% |
| 5Y | +24.4% | +32.9% | -8.5% | +6.6% |
| All | +405.5% | +90.8% | +314.7% | +279.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling