+393.9%
GH vs BR
+49.4%
+344.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | -1.2% | -6.0% | +4.7% | +2.6% |
| 30D | -3.7% | -0.9% | -2.8% | -3.6% |
| 3M | +21.7% | +16.4% | +5.3% | +7.8% |
| 6M | +75.7% | -8.2% | +83.9% | +82.4% |
| YTD | +55.7% | -23.2% | +78.9% | +81.2% |
| 1Y | +181.1% | -30.9% | +212.0% | +252.4% |
| 3Y | +371.6% | -5.0% | +376.6% | +353.7% |
| 5Y | +23.2% | +8.8% | +14.4% | +4.7% |
| All | +393.9% | +49.4% | +344.4% | +213.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling