+147.9%
C vs GH
+481.7%
-333.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +3.6% | -0.1% | +3.7% | +3.6% |
| 30D | +0.1% | -1.1% | +1.1% | +0.1% |
| 3M | +2.4% | +21.3% | -18.9% | -0.3% |
| 6M | +24.9% | +73.5% | -48.6% | +15.9% |
| YTD | +19.8% | +58.0% | -38.2% | +12.2% |
| 1Y | +44.9% | +163.1% | -118.2% | +26.9% |
| 3Y | +263.0% | +361.0% | -98.1% | +185.6% |
| 5Y | +129.5% | +22.5% | +107.0% | +98.8% |
| All | +147.9% | +481.7% | -333.7% | +79.1% |
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 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