+71.8%
GH vs ES
-1.6%
+73.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.7% | -3.6% |
| 7D | -7.7% | +5.3% | -13.0% | -7.6% |
| 30D | -10.0% | +8.9% | -18.9% | -9.9% |
| 3M | +5.5% | -1.9% | +7.4% | +5.9% |
| 6M | +84.9% | +3.9% | +81.0% | +83.9% |
| YTD | +65.0% | +8.3% | +56.8% | +64.1% |
| 1Y | +71.8% | -0.1% | +71.9% | +68.8% |
| All | +71.8% | -1.6% | +73.4% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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