+29.2%
DOW vs GH
+169.0%
-139.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.0% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +0.4% | -1.1% | +1.5% | +0.4% |
| 3M | -14.4% | +21.3% | -35.7% | -11.9% |
| 6M | -7.0% | +73.5% | -80.5% | +0.9% |
| YTD | +30.2% | +58.0% | -27.8% | +40.3% |
| 1Y | +29.2% | +163.1% | -133.8% | +52.5% |
| All | +29.2% | +169.0% | -139.8% | +52.5% |
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