+231.1%
GM vs DHI
+414.5%
-183.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.3% |
| 7D | -2.4% | -3.4% | +1.0% | -1.1% |
| 30D | -1.1% | -5.4% | +4.3% | +1.0% |
| 3M | +6.1% | -10.4% | +16.6% | +10.5% |
| 6M | +15.0% | -2.8% | +17.7% | +15.2% |
| YTD | +6.0% | -3.4% | +9.4% | +5.8% |
| 1Y | +47.1% | -22.9% | +70.0% | +61.0% |
| 3Y | +170.5% | +20.7% | +149.8% | +129.1% |
| 5Y | +80.5% | +62.1% | +18.4% | +28.4% |
| All | +231.1% | +414.5% | -183.4% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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