-10.8%
DOW vs GH
+77.2%
-88.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.1% |
| 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% | -16.3% |
| 6M | -7.0% | +73.5% | -80.5% | -12.7% |
| YTD | +30.2% | +58.0% | -27.8% | +23.1% |
| 1Y | +29.2% | +163.1% | -133.8% | +14.5% |
| 3Y | -36.7% | +361.0% | -397.7% | -49.2% |
| 5Y | -37.7% | +22.5% | -60.2% | -43.6% |
| All | -10.8% | +77.2% | -88.0% | -32.5% |
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 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