+57.6%
ECL vs GH
+355.8%
-298.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -0.8% | -2.1% | +1.3% | -0.7% |
| 30D | -2.5% | -4.5% | +2.0% | -2.3% |
| 3M | +8.3% | +28.9% | -20.6% | +6.9% |
| 6M | -1.1% | +76.5% | -77.6% | -4.0% |
| YTD | +6.5% | +57.6% | -51.1% | +3.8% |
| 1Y | +2.1% | +167.5% | -165.5% | -3.1% |
| 3Y | +57.6% | +377.4% | -319.8% | +48.3% |
| All | +57.6% | +355.8% | -298.2% | +48.3% |
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