+135.3%
CME vs GH
+457.8%
-322.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +2.5% | -8.2% | +10.7% | +2.8% |
| 30D | +13.9% | -4.9% | +18.9% | +14.1% |
| 3M | +22.4% | -6.2% | +28.6% | +22.5% |
| 6M | +12.9% | +60.0% | -47.2% | +10.0% |
| YTD | +19.6% | +51.5% | -31.9% | +16.6% |
| 1Y | +17.7% | +58.4% | -40.7% | +14.4% |
| 3Y | +65.3% | +617.2% | -551.9% | +43.2% |
| 5Y | +75.1% | +47.0% | +28.1% | +64.5% |
| All | +135.3% | +457.8% | -322.5% | +98.3% |
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