+584.0%
GH vs BB
+161.8%
+422.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.1% |
| 7D | -8.2% | +7.3% | -15.5% | -9.7% |
| 30D | -4.9% | +11.2% | -16.2% | -7.7% |
| 3M | -6.2% | +4.7% | -10.9% | -8.4% |
| 6M | +60.0% | +51.1% | +8.9% | +39.8% |
| YTD | +51.5% | +148.0% | -96.5% | +14.7% |
| 1Y | +58.4% | +106.1% | -47.7% | +25.5% |
| All | +584.0% | +161.8% | +422.1% | +336.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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