+2,966.9%
FIX vs GH
+481.7%
+2,485.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | -7.2% | -1.1% | -6.2% | -7.2% |
| 3M | -15.9% | +21.3% | -37.2% | -18.3% |
| 6M | +12.7% | +73.5% | -60.8% | +3.8% |
| YTD | +72.8% | +58.0% | +14.8% | +60.9% |
| 1Y | +122.9% | +163.1% | -40.2% | +92.6% |
| 3Y | +774.3% | +361.0% | +413.3% | +578.2% |
| 5Y | +2,049.5% | +22.5% | +2,026.9% | +1,716.9% |
| All | +2,966.9% | +481.7% | +2,485.3% | +2,047.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling