+371.6%
GH vs EQX
+168.9%
+202.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.4% |
| 7D | -2.5% | -3.2% | +0.7% | -1.9% |
| 30D | -4.7% | +7.8% | -12.4% | -6.3% |
| 3M | +20.2% | +21.3% | -1.1% | +14.9% |
| 6M | +78.8% | -22.4% | +101.2% | +84.9% |
| YTD | +54.1% | -11.3% | +65.4% | +53.0% |
| 1Y | +177.1% | +13.5% | +163.6% | +159.0% |
| 3Y | +371.6% | +162.1% | +209.5% | +240.3% |
| All | +371.6% | +168.9% | +202.7% | +240.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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