+399.9%
GH vs A
+116.2%
+283.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +1.9% |
| 7D | -2.1% | -2.1% | 0.0% | -0.5% |
| 30D | -4.5% | +0.6% | -5.1% | -5.2% |
| 3M | +28.9% | +10.9% | +18.0% | +17.7% |
| 6M | +76.5% | +28.2% | +48.4% | +40.7% |
| YTD | +57.6% | +8.6% | +49.0% | +43.8% |
| 1Y | +167.5% | +15.5% | +152.0% | +128.9% |
| 3Y | +377.4% | +31.8% | +345.6% | +244.6% |
| 5Y | +23.8% | -14.9% | +38.7% | +33.5% |
| All | +399.9% | +116.2% | +283.7% | +152.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling