+443.9%
GH vs FIVE
+34.8%
+409.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -15.6% | -0.3% | -15.3% | -15.6% |
| 30D | -10.4% | +17.7% | -28.0% | -13.2% |
| 3M | -4.3% | +4.0% | -8.2% | -5.4% |
| 6M | +63.5% | +2.6% | +60.9% | +61.1% |
| YTD | +47.7% | +27.6% | +20.1% | +39.1% |
| 1Y | +56.7% | +59.9% | -3.2% | +41.0% |
| 3Y | +443.9% | +35.8% | +408.1% | +370.9% |
| All | +443.9% | +34.8% | +409.0% | +370.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling