+24.4%
GH vs BRKR
-39.7%
+64.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.5% | -8.7% | +6.2% | +1.5% |
| 30D | -4.7% | -9.9% | +5.2% | -0.4% |
| 3M | +20.2% | -3.1% | +23.3% | +17.9% |
| 6M | +78.8% | +45.5% | +33.3% | +39.9% |
| YTD | +54.1% | +13.7% | +40.4% | +35.5% |
| 1Y | +177.1% | +67.4% | +109.6% | +93.7% |
| 3Y | +371.6% | -13.2% | +384.8% | +319.1% |
| All | +24.4% | -39.7% | +64.2% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 5y: compounded portfolio wealth divided by compounded BRKR 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…
5y analysis · Full analysis span regression · 6 months rolling