+95.8%
EXC vs GH
+443.7%
-347.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.9% |
| 7D | -1.2% | -15.6% | +14.5% | -0.4% |
| 30D | +10.0% | -10.4% | +20.3% | +10.5% |
| 3M | +1.6% | -4.3% | +5.9% | +1.6% |
| 6M | +3.3% | +63.5% | -60.3% | 0.0% |
| YTD | +7.6% | +47.7% | -40.1% | +4.5% |
| 1Y | +3.5% | +56.7% | -53.3% | +0.1% |
| 3Y | +27.7% | +443.9% | -416.2% | +11.3% |
| 5Y | +41.1% | +36.9% | +4.2% | +32.3% |
| All | +95.8% | +443.7% | -347.9% | +72.5% |
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