+143.3%
DELL vs GH
+80.5%
+62.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.7% | -5.2% | -8.3% |
| 7D | -24.6% | -7.7% | -16.9% | -23.6% |
| 30D | -32.5% | -10.0% | -22.5% | -31.6% |
| 3M | -20.2% | +5.5% | -25.7% | -20.6% |
| 6M | +76.5% | +84.9% | -8.4% | +61.0% |
| YTD | +198.9% | +65.0% | +133.9% | +170.6% |
| 1Y | +143.3% | +71.8% | +71.6% | +116.8% |
| All | +143.3% | +80.5% | +62.8% | +116.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling