+24.2%
EW vs GH
+59.9%
-35.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +6.5% | -8.2% | +14.7% | +7.2% |
| 30D | +22.5% | -4.9% | +27.4% | +22.8% |
| 3M | +13.0% | -6.2% | +19.2% | +13.3% |
| 6M | +37.1% | +60.0% | -22.9% | +27.6% |
| YTD | +24.1% | +51.5% | -27.4% | +16.4% |
| 1Y | +24.2% | +58.4% | -34.2% | +16.2% |
| All | +24.2% | +59.9% | -35.7% | +16.2% |
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