+494.2%
FIX vs GH
+584.3%
-90.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.7% | -1.0% |
| 7D | +9.4% | +0.6% | +8.9% | +9.4% |
| 30D | -27.8% | -6.9% | -20.8% | -26.7% |
| 3M | -35.6% | -4.9% | -30.6% | -35.0% |
| 6M | -45.2% | +54.1% | -99.3% | -49.1% |
| YTD | +19.5% | +48.5% | -29.0% | +11.1% |
| 1Y | +24.2% | +61.2% | -36.9% | +14.1% |
| 3Y | +494.2% | +570.3% | -76.2% | +335.0% |
| All | +494.2% | +584.3% | -90.1% | +335.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling