+24.4%
GH vs BB
-25.5%
+49.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.7% |
| 7D | -0.2% | +1.8% | -2.0% | -0.9% |
| 30D | -2.6% | -12.2% | +9.6% | +1.8% |
| 3M | +25.1% | -12.3% | +37.4% | +28.3% |
| 6M | +78.5% | +122.7% | -44.2% | +19.5% |
| YTD | +59.4% | +104.5% | -45.1% | +10.6% |
| 1Y | +173.9% | +106.7% | +67.2% | +84.2% |
| 3Y | +382.7% | +70.0% | +312.8% | +216.5% |
| 5Y | +24.4% | -27.8% | +52.2% | +21.3% |
| All | +24.4% | -25.5% | +49.9% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling