+238.8%
GS vs DHI
+22.0%
+216.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | +2.4% | -2.3% | +4.8% | +2.9% |
| 30D | -0.1% | -5.3% | +5.2% | +1.0% |
| 3M | +0.2% | -7.8% | +7.9% | +1.6% |
| 6M | +24.8% | -5.4% | +30.2% | +25.5% |
| YTD | +18.8% | -2.7% | +21.4% | +18.5% |
| 1Y | +37.3% | -21.0% | +58.3% | +42.4% |
| All | +238.8% | +22.0% | +216.8% | +188.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling