+606.9%
GEV vs GH
+793.4%
-186.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.5% | -2.5% |
| 7D | -1.9% | -1.2% | -0.7% | -1.7% |
| 30D | -8.7% | -3.7% | -5.0% | -8.2% |
| 3M | +6.6% | +21.7% | -15.1% | +2.7% |
| 6M | +10.2% | +75.7% | -65.5% | -1.1% |
| YTD | +41.6% | +55.7% | -14.1% | +29.4% |
| 1Y | +43.9% | +181.1% | -137.2% | +16.4% |
| All | +606.9% | +793.4% | -186.5% | +320.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling