+153.7%
ALL vs GH
+355.8%
-202.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -1.7% | -2.1% | +0.4% | -1.7% |
| 30D | -4.7% | -4.5% | -0.2% | -4.7% |
| 3M | +18.4% | +28.9% | -10.5% | +18.0% |
| 6M | +20.5% | +76.5% | -56.0% | +19.4% |
| YTD | +23.5% | +57.6% | -34.1% | +22.5% |
| 1Y | +29.0% | +167.5% | -138.6% | +26.6% |
| 3Y | +153.7% | +377.4% | -223.7% | +141.0% |
| All | +153.7% | +355.8% | -202.1% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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