-2.6%
BAX vs GH
+176.0%
-178.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.6% |
| 7D | -7.9% | -2.5% | -5.4% | -7.8% |
| 30D | -11.7% | -4.7% | -7.0% | -11.6% |
| 3M | +16.2% | +20.2% | -4.0% | +16.1% |
| 6M | +32.0% | +78.8% | -46.8% | +34.6% |
| YTD | +24.7% | +54.1% | -29.4% | +24.4% |
| 1Y | -2.6% | +177.1% | -179.7% | +11.3% |
| All | -2.6% | +176.0% | -178.6% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling