+443.9%
GH vs ES
+46.3%
+397.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.2% |
| 7D | -15.6% | +1.9% | -17.5% | -16.0% |
| 30D | -10.4% | +7.1% | -17.4% | -11.7% |
| 3M | -4.3% | -1.9% | -2.3% | -4.0% |
| 6M | +63.5% | +4.4% | +59.2% | +61.2% |
| YTD | +47.7% | +7.3% | +40.4% | +44.2% |
| 1Y | +56.7% | +2.1% | +54.6% | +53.7% |
| 3Y | +443.9% | +41.8% | +402.0% | +325.0% |
| All | +443.9% | +46.3% | +397.6% | +325.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling