+24.4%
GH vs A
-16.2%
+40.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +2.3% |
| 7D | -0.2% | -4.4% | +4.2% | +3.4% |
| 30D | -2.6% | -2.7% | 0.0% | -0.7% |
| 3M | +25.1% | +7.0% | +18.1% | +17.5% |
| 6M | +78.5% | +24.6% | +53.9% | +45.7% |
| YTD | +59.4% | +7.0% | +52.4% | +47.5% |
| 1Y | +173.9% | +15.6% | +158.3% | +134.0% |
| 3Y | +382.7% | +29.9% | +352.8% | +242.9% |
| 5Y | +24.4% | -15.4% | +39.8% | +30.3% |
| All | +24.4% | -16.2% | +40.6% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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