+399.9%
GH vs BG
+129.5%
+270.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.6% | -1.4% |
| 7D | -2.1% | +2.4% | -4.4% | -2.7% |
| 30D | -4.5% | +15.0% | -19.5% | -8.1% |
| 3M | +28.9% | -0.7% | +29.6% | +28.5% |
| 6M | +76.5% | +7.5% | +69.0% | +71.0% |
| YTD | +57.6% | +41.6% | +16.0% | +40.5% |
| 1Y | +167.5% | +50.7% | +116.9% | +132.3% |
| 3Y | +377.4% | +20.3% | +357.1% | +338.3% |
| 5Y | +23.8% | +85.2% | -61.4% | -4.9% |
| All | +399.9% | +129.5% | +270.5% | +247.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling