+94.2%
ECL vs GH
+481.7%
-387.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | -2.2% | -1.1% | -1.1% | -2.2% |
| 3M | +10.1% | +21.3% | -11.2% | +7.5% |
| 6M | -5.7% | +73.5% | -79.3% | -11.7% |
| YTD | +7.0% | +58.0% | -51.1% | +0.9% |
| 1Y | +2.7% | +163.1% | -160.4% | -8.9% |
| 3Y | +57.7% | +361.0% | -303.3% | +26.3% |
| 5Y | +31.1% | +22.5% | +8.6% | +15.8% |
| All | +94.2% | +481.7% | -387.4% | +49.7% |
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 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