+213.8%
ALL vs GH
+481.7%
-267.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -1.5% | -1.1% | -0.4% | -1.5% |
| 3M | +23.6% | +21.3% | +2.3% | +22.3% |
| 6M | +22.3% | +73.5% | -51.2% | +18.7% |
| YTD | +26.5% | +58.0% | -31.5% | +23.1% |
| 1Y | +27.0% | +163.1% | -136.0% | +20.1% |
| 3Y | +149.6% | +361.0% | -211.5% | +124.4% |
| 5Y | +118.1% | +22.5% | +95.5% | +107.4% |
| All | +213.8% | +481.7% | -267.9% | +163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling