-24.9%
GFS vs GH
+431.6%
-456.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +6.5% |
| 7D | -7.8% | -15.6% | +7.8% | -5.3% |
| 30D | -19.7% | -10.4% | -9.3% | -18.1% |
| 3M | -23.1% | -4.3% | -18.9% | -22.7% |
| 6M | -46.4% | +63.5% | -109.9% | -50.5% |
| YTD | +11.0% | +47.7% | -36.7% | +3.5% |
| 1Y | +12.6% | +56.7% | -44.1% | +4.0% |
| 3Y | -24.9% | +443.9% | -468.8% | -42.2% |
| All | -24.9% | +431.6% | -456.6% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling