+24.4%
GH vs ET
+241.8%
-217.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | -4.7% | +2.9% | -7.5% | -6.3% |
| 3M | +20.2% | +16.8% | +3.4% | +9.3% |
| 6M | +78.8% | +18.9% | +59.9% | +59.5% |
| YTD | +54.1% | +37.7% | +16.4% | +24.6% |
| 1Y | +177.1% | +32.4% | +144.6% | +128.7% |
| 3Y | +371.6% | +99.5% | +272.1% | +193.0% |
| All | +24.4% | +241.8% | -217.3% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 5y: compounded portfolio wealth divided by compounded ET 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…
5y analysis · Full analysis span regression · 6 months rolling