+187.0%
GS vs DHI
+60.0%
+127.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | +2.4% | -2.3% | +4.8% | +3.0% |
| 30D | -0.1% | -5.3% | +5.2% | +1.2% |
| 3M | +0.2% | -7.8% | +7.9% | +1.9% |
| 6M | +24.8% | -5.4% | +30.2% | +25.8% |
| YTD | +18.8% | -2.7% | +21.4% | +18.4% |
| 1Y | +37.3% | -21.0% | +58.3% | +43.9% |
| 3Y | +237.9% | +22.2% | +215.7% | +199.0% |
| 5Y | +187.0% | +62.2% | +124.9% | +122.0% |
| All | +187.0% | +60.0% | +127.0% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling