+107.6%
GD vs GH
+452.9%
-345.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.0% | +6.7% | -1.9% |
| 7D | -3.9% | -17.2% | +13.3% | -3.0% |
| 30D | +8.1% | -10.1% | +18.2% | +8.6% |
| 3M | -6.8% | -6.0% | -0.8% | -6.6% |
| 6M | +3.0% | +71.4% | -68.4% | -0.3% |
| YTD | +7.8% | +50.2% | -42.5% | +4.8% |
| 1Y | +5.8% | +61.4% | -55.6% | +2.5% |
| 3Y | +55.3% | +435.2% | -379.8% | +38.4% |
| 5Y | +96.7% | +39.2% | +57.4% | +84.2% |
| All | +107.6% | +452.9% | -345.3% | +72.6% |
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