+71.8%
GH vs BG
+7.2%
+64.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -3.4% |
| 7D | -7.7% | -3.8% | -3.9% | -8.1% |
| 30D | -10.0% | -9.6% | -0.3% | -10.9% |
| 3M | +5.5% | -8.5% | +14.0% | +5.4% |
| 6M | +84.9% | -23.0% | +108.0% | +83.2% |
| YTD | +65.0% | +10.9% | +54.2% | +79.0% |
| 1Y | +71.8% | +6.0% | +65.8% | +81.1% |
| All | +71.8% | +7.2% | +64.6% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling