+363.5%
B vs GH
+481.7%
-118.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +9.4% | -1.1% | +10.5% | +9.5% |
| 3M | +5.0% | +21.3% | -16.3% | +3.5% |
| 6M | -3.5% | +73.5% | -77.1% | -7.4% |
| YTD | +4.5% | +58.0% | -53.6% | +0.8% |
| 1Y | +67.8% | +163.1% | -95.3% | +56.6% |
| 3Y | +196.7% | +361.0% | -164.3% | +163.0% |
| 5Y | +151.9% | +22.5% | +129.4% | +130.9% |
| All | +363.5% | +481.7% | -118.2% | +321.0% |
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 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