+51.9%
DOW vs GH
+80.5%
-28.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.4% | -3.5% |
| 7D | -4.2% | -7.7% | +3.5% | -4.8% |
| 30D | +14.7% | -10.0% | +24.7% | +13.7% |
| 3M | +9.1% | +5.5% | +3.6% | +10.2% |
| 6M | -17.7% | +84.9% | -102.6% | -11.8% |
| YTD | +44.6% | +65.0% | -20.4% | +56.7% |
| 1Y | +51.9% | +71.8% | -19.9% | +66.0% |
| All | +51.9% | +80.5% | -28.6% | +66.0% |
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 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