+405.5%
GH vs ET
+143.5%
+262.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | -2.6% | +5.3% | -7.9% | -4.4% |
| 3M | +25.1% | +15.6% | +9.5% | +18.4% |
| 6M | +78.5% | +20.6% | +57.9% | +65.7% |
| YTD | +59.4% | +38.5% | +20.8% | +40.3% |
| 1Y | +173.9% | +35.7% | +138.1% | +142.2% |
| 3Y | +382.7% | +98.4% | +284.4% | +274.5% |
| 5Y | +24.4% | +245.3% | -220.9% | -18.0% |
| All | +405.5% | +143.5% | +262.0% | +291.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling