+145.0%
ALL vs GH
+35.8%
+109.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -4.4% |
| 7D | -1.9% | -15.6% | +13.7% | -1.6% |
| 30D | +13.8% | -10.4% | +24.2% | +14.0% |
| 3M | -7.0% | -4.3% | -2.7% | -7.0% |
| 6M | +18.0% | +63.5% | -45.5% | +16.0% |
| YTD | +24.2% | +47.7% | -23.5% | +22.2% |
| 1Y | +31.2% | +56.7% | -25.6% | +28.8% |
| 3Y | +107.5% | +443.9% | -336.3% | +92.3% |
| All | +145.0% | +35.8% | +109.2% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling