+163.1%
GH vs BR
-29.1%
+192.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.1% |
| 7D | -0.1% | -5.3% | +5.2% | -0.2% |
| 30D | -1.1% | +6.4% | -7.5% | -1.1% |
| 3M | +21.3% | +13.6% | +7.7% | +20.7% |
| 6M | +73.5% | -6.7% | +80.2% | +70.2% |
| YTD | +58.0% | -21.1% | +79.1% | +55.2% |
| 1Y | +163.1% | -29.6% | +192.6% | +166.1% |
| All | +163.1% | -29.1% | +192.1% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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