+52.4%
GEV vs GH
+80.5%
-28.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.7% | -5.6% | -8.8% |
| 7D | -5.1% | -7.7% | +2.5% | -4.3% |
| 30D | -15.8% | -10.0% | -5.9% | -15.0% |
| 3M | -18.2% | +5.5% | -23.7% | -18.9% |
| 6M | -22.4% | +84.9% | -107.3% | -29.9% |
| YTD | +27.7% | +65.0% | -37.3% | +17.7% |
| 1Y | +52.4% | +71.8% | -19.4% | +36.1% |
| All | +52.4% | +80.5% | -28.1% | +36.1% |
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