+6.5%
FIX vs GH
+58.8%
-52.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +5.8% |
| 7D | -17.5% | -15.6% | -1.8% | -14.2% |
| 30D | -41.6% | -10.4% | -31.2% | -39.8% |
| 3M | -40.6% | -4.3% | -36.3% | -40.0% |
| 6M | -49.4% | +63.5% | -112.9% | -54.9% |
| YTD | +9.2% | +47.7% | -38.5% | -0.8% |
| 1Y | +6.5% | +56.7% | -50.3% | -7.3% |
| All | +6.5% | +58.8% | -52.3% | -7.3% |
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