-29.4%
EW vs GH
+24.4%
-53.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -6.4% | -2.6% | -3.7% | -6.1% |
| 3M | -1.6% | +25.1% | -26.7% | -5.3% |
| 6M | +2.3% | +78.5% | -76.2% | -7.3% |
| YTD | +1.1% | +59.4% | -58.3% | -7.0% |
| 1Y | +8.0% | +173.9% | -165.9% | -9.5% |
| 3Y | +16.3% | +382.7% | -366.4% | -15.9% |
| 5Y | -29.4% | +24.4% | -53.8% | -41.9% |
| All | -29.4% | +24.4% | -53.9% | -41.9% |
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