+14.4%
FIX vs GH
+80.5%
-66.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -3.7% | -11.4% | -14.4% |
| 7D | -18.9% | -7.7% | -11.2% | -17.7% |
| 30D | -36.3% | -10.0% | -26.3% | -35.2% |
| 3M | -38.5% | +5.5% | -44.0% | -39.3% |
| 6M | -42.3% | +84.9% | -127.2% | -49.8% |
| YTD | +17.1% | +65.0% | -47.9% | +4.3% |
| 1Y | +14.4% | +71.8% | -57.4% | -1.3% |
| All | +14.4% | +80.5% | -66.1% | -1.3% |
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