+18.4%
BSX vs GH
+480.1%
-461.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.9% |
| 7D | -6.4% | -2.1% | -4.4% | -6.2% |
| 30D | -8.8% | -4.5% | -4.3% | -8.4% |
| 3M | -7.6% | +28.9% | -36.5% | -10.6% |
| 6M | -37.0% | +76.5% | -113.5% | -41.5% |
| YTD | -52.8% | +57.6% | -110.4% | -55.7% |
| 1Y | -58.4% | +167.5% | -225.9% | -63.6% |
| 3Y | -16.5% | +377.4% | -393.9% | -34.4% |
| 5Y | -1.2% | +23.8% | -25.0% | -12.5% |
| All | +18.4% | +480.1% | -461.7% | -23.8% |
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