+377.4%
GH vs EL
-30.9%
+408.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.3% |
| 7D | -2.1% | +1.7% | -3.8% | -2.5% |
| 30D | -4.5% | +15.5% | -19.9% | -8.4% |
| 3M | +28.9% | +20.6% | +8.3% | +21.9% |
| 6M | +76.5% | +10.5% | +66.0% | +69.7% |
| YTD | +57.6% | -1.9% | +59.5% | +55.6% |
| 1Y | +167.5% | +16.1% | +151.5% | +151.7% |
| 3Y | +377.4% | -30.2% | +407.6% | +413.0% |
| All | +377.4% | -30.9% | +408.3% | +413.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling