+177.3%
EOG vs GH
+24.1%
+153.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.1% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +3.4% | -2.6% | +6.0% | +3.4% |
| 3M | +7.8% | +25.1% | -17.3% | +6.9% |
| 6M | +13.4% | +78.5% | -65.1% | +10.8% |
| YTD | +43.5% | +59.4% | -15.9% | +40.8% |
| 1Y | +29.7% | +173.9% | -144.2% | +23.9% |
| 3Y | +23.2% | +382.7% | -359.6% | +13.4% |
| All | +177.3% | +24.1% | +153.1% | +130.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling