+49.7%
GH vs EL
-64.5%
+114.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -11.2% | +7.6% | -18.9% | -13.9% |
| 30D | -7.2% | +15.7% | -22.9% | -12.8% |
| 3M | -7.1% | +30.5% | -37.6% | -17.8% |
| 6M | +62.3% | +32.5% | +29.8% | +41.7% |
| YTD | +52.1% | +9.4% | +42.6% | +41.4% |
| 1Y | +58.6% | +28.4% | +30.3% | +36.7% |
| 3Y | +619.9% | +4.4% | +615.4% | +527.8% |
| 5Y | +49.7% | -64.5% | +114.2% | +163.7% |
| All | +49.7% | -64.5% | +114.2% | +163.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling