+80.1%
ECL vs GH
+567.5%
-487.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.2% | +1.8% |
| 7D | -0.5% | -7.0% | +6.5% | -0.3% |
| 30D | +8.8% | -5.2% | +14.0% | +9.0% |
| 3M | +7.8% | -5.8% | +13.6% | +7.9% |
| 6M | +21.3% | +65.9% | -44.6% | +18.5% |
| YTD | +17.8% | +55.5% | -37.7% | +15.1% |
| 1Y | +21.1% | +64.2% | -43.1% | +18.0% |
| 3Y | +80.1% | +606.0% | -526.0% | +67.4% |
| All | +80.1% | +567.5% | -487.4% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling