+108.3%
GD vs GH
+481.7%
-373.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -5.3% | -0.1% | -5.2% | -5.3% |
| 30D | -6.4% | -1.1% | -5.3% | -6.4% |
| 3M | +5.7% | +21.3% | -15.6% | +4.4% |
| 6M | -0.9% | +73.5% | -74.5% | -4.2% |
| YTD | +8.2% | +58.0% | -49.9% | +5.0% |
| 1Y | +13.4% | +163.1% | -149.6% | +7.0% |
| 3Y | +68.5% | +361.0% | -292.5% | +51.5% |
| 5Y | +97.2% | +22.5% | +74.6% | +86.4% |
| All | +108.3% | +481.7% | -373.3% | +73.0% |
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 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