-12.8%
EW vs GH
+43.1%
-55.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +1.8% |
| 7D | +12.3% | -7.0% | +19.3% | +13.3% |
| 30D | +22.9% | -5.2% | +28.1% | +23.6% |
| 3M | +16.7% | -5.8% | +22.5% | +17.2% |
| 6M | +31.0% | +65.9% | -35.0% | +19.9% |
| YTD | +22.8% | +55.5% | -32.6% | +12.9% |
| 1Y | +25.6% | +64.2% | -38.6% | +14.3% |
| 3Y | +62.0% | +606.0% | -544.1% | +8.2% |
| 5Y | -12.8% | +47.3% | -60.1% | -28.4% |
| All | -12.8% | +43.1% | -55.8% | -28.4% |
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