+77.2%
CME vs GH
+22.3%
+54.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -2.9% | -2.1% | -0.8% | -2.8% |
| 30D | +5.5% | -4.5% | +10.0% | +5.6% |
| 3M | +11.0% | +28.9% | -17.9% | +10.4% |
| 6M | -9.7% | +76.5% | -86.2% | -10.7% |
| YTD | +4.9% | +57.6% | -52.7% | +3.9% |
| 1Y | +10.1% | +167.5% | -157.5% | +7.4% |
| 3Y | +53.5% | +377.4% | -323.9% | +45.7% |
| 5Y | +77.2% | +23.8% | +53.3% | +64.0% |
| All | +77.2% | +22.3% | +54.9% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling