+639.9%
GS vs DHI
+414.5%
+225.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.4% |
| 7D | -0.9% | -3.4% | +2.5% | +0.1% |
| 30D | -0.3% | -5.4% | +5.1% | +1.3% |
| 3M | -0.1% | -10.4% | +10.3% | +2.7% |
| 6M | +26.1% | -2.8% | +28.9% | +26.3% |
| YTD | +18.8% | -3.4% | +22.2% | +18.7% |
| 1Y | +33.7% | -22.9% | +56.6% | +42.4% |
| 3Y | +238.9% | +20.7% | +218.2% | +200.2% |
| 5Y | +187.9% | +62.1% | +125.8% | +122.8% |
| All | +639.9% | +414.5% | +225.4% | +273.5% |
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