+115.7%
ECL vs GH
+446.7%
-331.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.8% |
| 7D | +2.9% | +0.6% | +2.3% | +2.8% |
| 30D | +7.5% | -6.9% | +14.4% | +8.1% |
| 3M | +12.2% | -4.9% | +17.2% | +12.4% |
| 6M | +24.6% | +54.1% | -29.5% | +18.1% |
| YTD | +18.8% | +48.5% | -29.8% | +12.4% |
| 1Y | +19.3% | +61.2% | -41.8% | +11.9% |
| 3Y | +78.2% | +570.3% | -492.1% | +35.9% |
| 5Y | +38.8% | +46.1% | -7.3% | +20.0% |
| All | +115.7% | +446.7% | -331.0% | +66.8% |
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 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