+35.1%
GS vs DHI
-23.3%
+58.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.3% |
| 7D | -1.7% | -6.1% | +4.4% | -0.4% |
| 30D | -0.9% | -10.1% | +9.2% | +1.4% |
| 3M | +2.3% | -7.3% | +9.7% | +3.6% |
| 6M | +23.4% | -6.1% | +29.6% | +23.7% |
| YTD | +17.7% | -5.0% | +22.8% | +17.5% |
| 1Y | +35.1% | -22.1% | +57.2% | +37.5% |
| All | +35.1% | -23.3% | +58.4% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling