+518.6%
GH vs BOXX
+18.5%
+500.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.5% |
| 7D | -2.5% | +0.1% | -2.5% | -3.0% |
| 30D | -4.7% | +0.3% | -5.0% | -7.4% |
| 3M | +20.2% | +1.0% | +19.2% | +9.4% |
| 6M | +78.8% | +1.9% | +76.8% | +50.2% |
| YTD | +54.1% | +2.7% | +51.4% | +22.1% |
| 1Y | +177.1% | +4.0% | +173.0% | +100.7% |
| 3Y | +371.6% | +14.7% | +357.0% | +197.0% |
| All | +518.6% | +18.5% | +500.2% | +214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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