+58.4%
GH vs FIVE
+66.9%
-8.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -8.2% | -0.5% | -7.7% | -8.0% |
| 30D | -4.9% | +17.4% | -22.3% | -8.2% |
| 3M | -6.2% | +7.0% | -13.3% | -8.4% |
| 6M | +60.0% | +20.5% | +39.6% | +48.7% |
| YTD | +51.5% | +33.1% | +18.4% | +33.0% |
| 1Y | +58.4% | +67.1% | -8.7% | +25.2% |
| All | +58.4% | +66.9% | -8.5% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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