+181.1%
GH vs ED
+13.6%
+167.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.5% |
| 7D | -1.2% | -1.9% | +0.6% | -1.7% |
| 30D | -3.7% | +0.1% | -3.8% | -3.6% |
| 3M | +21.7% | 0.0% | +21.7% | +21.6% |
| 6M | +75.7% | -2.5% | +78.3% | +75.8% |
| YTD | +55.7% | +10.1% | +45.6% | +53.4% |
| 1Y | +181.1% | +13.6% | +167.5% | +171.7% |
| All | +181.1% | +13.6% | +167.5% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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