-2.3%
F vs GH
+58.5%
-60.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.6% |
| 7D | +1.0% | -11.2% | +12.2% | +1.7% |
| 30D | +2.1% | -7.2% | +9.4% | +2.5% |
| 3M | -10.3% | -7.1% | -3.2% | -10.1% |
| 6M | +3.3% | +62.3% | -59.1% | -4.0% |
| YTD | -2.0% | +52.1% | -54.1% | -9.3% |
| 1Y | -2.3% | +58.6% | -60.9% | -10.4% |
| All | -2.3% | +58.5% | -60.8% | -10.4% |
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 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