+37.1%
GFS vs GH
+167.0%
-129.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +2.6% | -2.1% | +4.7% | +3.1% |
| 30D | -16.4% | -4.5% | -11.9% | -15.7% |
| 3M | -41.6% | +28.9% | -70.5% | -44.7% |
| 6M | -3.7% | +76.5% | -80.2% | -15.2% |
| YTD | +29.3% | +57.6% | -28.3% | +16.0% |
| 1Y | +37.1% | +167.5% | -130.4% | +12.1% |
| All | +37.1% | +167.0% | -129.8% | +12.1% |
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