+52.1%
EOG vs GH
+480.1%
-428.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -2.0% | -2.1% | +0.1% | -1.9% |
| 30D | +7.9% | -4.5% | +12.3% | +8.2% |
| 3M | +4.5% | +28.9% | -24.4% | +2.5% |
| 6M | +12.3% | +76.5% | -64.2% | +7.4% |
| YTD | +41.9% | +57.6% | -15.7% | +36.5% |
| 1Y | +27.8% | +167.5% | -139.7% | +17.7% |
| 3Y | +21.8% | +377.4% | -355.6% | +4.6% |
| 5Y | +174.0% | +23.8% | +150.2% | +154.8% |
| All | +52.1% | +480.1% | -428.0% | +13.1% |
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