+643.2%
GEV vs GH
+804.4%
-161.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +8.1% | -2.1% | +10.2% | +8.5% |
| 30D | -1.9% | -4.5% | +2.5% | -1.2% |
| 3M | +4.1% | +28.9% | -24.8% | -0.7% |
| 6M | +23.2% | +76.5% | -53.3% | +10.4% |
| YTD | +48.9% | +57.6% | -8.7% | +35.8% |
| 1Y | +62.2% | +167.5% | -105.4% | +32.5% |
| All | +643.2% | +804.4% | -161.2% | +340.7% |
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