+596.9%
GH vs BTSG
+421.3%
+175.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -1.2% |
| 7D | -2.1% | +5.7% | -7.8% | -3.8% |
| 30D | -4.5% | +0.2% | -4.7% | -4.7% |
| 3M | +28.9% | +5.6% | +23.3% | +23.9% |
| 6M | +76.5% | +50.8% | +25.7% | +49.0% |
| YTD | +57.6% | +67.0% | -9.4% | +28.1% |
| 1Y | +167.5% | +145.5% | +22.0% | +85.4% |
| All | +596.9% | +421.3% | +175.5% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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