-17.2%
F vs GH
+45.9%
-63.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.4% |
| 7D | -3.1% | +0.6% | -3.6% | -3.2% |
| 30D | 0.0% | -6.9% | +7.0% | +0.9% |
| 3M | -13.2% | -4.9% | -8.3% | -13.1% |
| 6M | -10.2% | +54.1% | -64.3% | -17.9% |
| YTD | -4.9% | +48.5% | -53.5% | -13.3% |
| 1Y | -6.1% | +61.2% | -67.2% | -15.6% |
| 3Y | +46.0% | +570.3% | -524.4% | -8.3% |
| All | -17.2% | +45.9% | -63.2% | -39.6% |
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