-15.8%
F vs GH
+35.8%
-51.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +1.6% | -15.6% | +17.2% | +4.3% |
| 30D | +2.6% | -10.4% | +13.0% | +4.2% |
| 3M | -8.8% | -4.3% | -4.6% | -8.8% |
| 6M | +4.6% | +63.5% | -58.9% | -5.4% |
| YTD | -1.9% | +47.7% | -49.6% | -10.4% |
| 1Y | -0.8% | +56.7% | -57.5% | -10.5% |
| 3Y | +43.5% | +443.9% | -400.4% | -5.8% |
| All | -15.8% | +35.8% | -51.6% | -37.4% |
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