+102.4%
EFA vs GH
+486.6%
-384.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -1.3% | -2.6% | +1.3% | -1.2% |
| 3M | +5.2% | +25.1% | -19.9% | +2.7% |
| 6M | +9.4% | +78.5% | -69.1% | +2.8% |
| YTD | +12.7% | +59.4% | -46.6% | +6.9% |
| 1Y | +19.3% | +173.9% | -154.6% | +6.7% |
| 3Y | +66.3% | +382.7% | -316.4% | +35.8% |
| 5Y | +53.4% | +24.4% | +28.9% | +36.0% |
| All | +102.4% | +486.6% | -384.2% | +54.1% |
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