+89.3%
ECL vs GH
+486.6%
-397.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | -2.7% | -0.2% | -2.6% | -2.7% |
| 30D | -4.3% | -2.6% | -1.6% | -4.1% |
| 3M | +3.2% | +25.1% | -21.9% | +0.5% |
| 6M | -2.9% | +78.5% | -81.4% | -9.4% |
| YTD | +4.3% | +59.4% | -55.1% | -1.7% |
| 1Y | +1.6% | +173.9% | -172.2% | -10.2% |
| 3Y | +54.3% | +382.7% | -328.5% | +22.9% |
| 5Y | +26.5% | +24.4% | +2.1% | +11.5% |
| All | +89.3% | +486.6% | -397.3% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling