+45.1%
EXC vs GH
+22.6%
+22.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +0.3% | -0.1% | +0.3% | +0.3% |
| 30D | -3.7% | -1.1% | -2.6% | -3.7% |
| 3M | -1.3% | +21.3% | -22.6% | -1.9% |
| 6M | -9.7% | +73.5% | -83.2% | -11.3% |
| YTD | +2.9% | +58.0% | -55.1% | +1.3% |
| 1Y | +4.4% | +163.1% | -158.7% | +1.0% |
| 3Y | +22.2% | +361.0% | -338.8% | +14.0% |
| All | +45.1% | +22.6% | +22.5% | +40.0% |
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