+16.9%
EFA vs GH
+80.5%
-63.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.2% | +2.8% |
| 7D | +2.0% | -7.7% | +9.6% | +2.6% |
| 30D | +1.6% | -10.0% | +11.6% | +2.3% |
| 3M | -1.5% | +5.5% | -7.0% | -2.2% |
| 6M | +6.6% | +84.9% | -78.3% | -0.1% |
| YTD | +11.8% | +65.0% | -53.2% | +4.9% |
| 1Y | +16.9% | +71.8% | -54.9% | +9.3% |
| All | +16.9% | +80.5% | -63.6% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling