+73.5%
GH vs EL
+4.8%
+68.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.7% | -0.6% |
| 7D | -0.1% | +0.8% | -0.9% | -0.3% |
| 30D | -1.1% | +19.8% | -20.9% | -6.6% |
| 3M | +21.3% | +25.7% | -4.4% | +12.1% |
| 6M | +73.5% | +5.4% | +68.1% | +75.3% |
| All | +73.5% | +4.8% | +68.7% | +75.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling