+2,064.0%
GS vs DHI
+3,670.9%
-1,606.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | +0.9% | -3.1% | +4.1% | +2.1% |
| 30D | -1.6% | -5.5% | +3.9% | +0.2% |
| 3M | -4.5% | -2.2% | -2.3% | -4.3% |
| 6M | +20.9% | -6.0% | +26.8% | +22.5% |
| YTD | +19.9% | 0.0% | +19.9% | +18.4% |
| 1Y | +41.4% | -18.2% | +59.7% | +48.6% |
| 3Y | +239.2% | +22.5% | +216.6% | +197.1% |
| 5Y | +185.0% | +58.4% | +126.7% | +120.5% |
| 10Y | +655.0% | +405.2% | +249.8% | +255.9% |
| All | +2,064.0% | +3,670.9% | -1,606.8% | +245.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling