+405.5%
GH vs BDX
+3.2%
+402.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.6% |
| 7D | -0.2% | -3.6% | +3.4% | +1.7% |
| 30D | -2.6% | +0.7% | -3.3% | -3.1% |
| 3M | +25.1% | +19.0% | +6.1% | +13.1% |
| 6M | +78.5% | +10.8% | +67.7% | +67.6% |
| YTD | +59.4% | +20.1% | +39.2% | +42.7% |
| 1Y | +173.9% | +23.1% | +150.8% | +140.4% |
| 3Y | +382.7% | -8.8% | +391.6% | +392.3% |
| 5Y | +24.4% | -1.4% | +25.8% | +19.7% |
| All | +405.5% | +3.2% | +402.4% | +347.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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