+108.5%
CME vs GH
+481.7%
-373.1%
-37.4%
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 | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +6.2% | -1.1% | +7.3% | +6.2% |
| 3M | +10.4% | +21.3% | -10.9% | +9.3% |
| 6M | -9.5% | +73.5% | -83.1% | -12.1% |
| YTD | +6.0% | +58.0% | -52.0% | +3.3% |
| 1Y | +9.3% | +163.1% | -153.8% | +3.4% |
| 3Y | +57.7% | +361.0% | -303.4% | +41.3% |
| 5Y | +77.7% | +22.5% | +55.1% | +69.7% |
| All | +108.5% | +481.7% | -373.1% | +75.7% |
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