+401.3%
GH vs BB
-26.7%
+427.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.1% | -5.6% | +5.6% | +1.5% |
| 30D | -1.1% | -11.8% | +10.7% | +1.9% |
| 3M | +21.3% | -25.5% | +46.8% | +29.4% |
| 6M | +73.5% | +121.3% | -47.7% | +34.7% |
| YTD | +58.0% | +103.2% | -45.1% | +25.6% |
| 1Y | +163.1% | +102.6% | +60.4% | +106.2% |
| 3Y | +361.0% | +37.5% | +323.5% | +275.4% |
| 5Y | +22.5% | -30.4% | +53.0% | +12.3% |
| All | +401.3% | -26.7% | +427.9% | +333.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling