+792.3%
BE vs GH
+481.7%
+310.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.1% | +7.3% |
| 7D | +20.0% | -0.1% | +20.0% | +20.0% |
| 30D | +7.9% | -1.1% | +9.0% | +7.9% |
| 3M | -13.2% | +21.3% | -34.5% | -20.1% |
| 6M | +53.5% | +73.5% | -20.1% | +21.5% |
| YTD | +191.0% | +58.0% | +133.0% | +137.4% |
| 1Y | +360.5% | +163.1% | +197.5% | +198.8% |
| 3Y | +1,568.0% | +361.0% | +1,207.0% | +656.2% |
| 5Y | +1,055.2% | +22.5% | +1,032.6% | +711.7% |
| All | +792.3% | +481.7% | +310.6% | +334.7% |
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 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