+58.6%
GH vs ES
-0.1%
+58.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -11.2% | +0.9% | -12.1% | -11.2% |
| 30D | -7.2% | +5.9% | -13.2% | -7.2% |
| 3M | -7.1% | -1.0% | -6.1% | -6.9% |
| 6M | +62.3% | +7.2% | +55.2% | +61.4% |
| YTD | +52.1% | +7.0% | +45.1% | +51.3% |
| 1Y | +58.6% | +0.5% | +58.2% | +56.5% |
| All | +58.6% | -0.1% | +58.7% | +56.5% |
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