+1,874.3%
BE vs GH
+598.2%
+1,276.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.4% | +13.3% | +13.1% |
| 7D | +4.5% | -8.2% | +12.7% | +7.6% |
| 30D | -20.1% | -4.9% | -15.2% | -18.4% |
| 3M | -0.8% | -6.2% | +5.4% | +1.2% |
| 6M | -26.2% | +60.0% | -86.3% | -34.8% |
| YTD | +141.1% | +51.5% | +89.5% | +114.2% |
| 1Y | +64.8% | +58.4% | +6.4% | +45.1% |
| All | +1,874.3% | +598.2% | +1,276.1% | +996.1% |
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