+401.3%
GH vs FIVE
+108.2%
+293.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -1.7% |
| 7D | -0.1% | +4.3% | -4.3% | -1.7% |
| 30D | -1.1% | +12.5% | -13.6% | -5.8% |
| 3M | +21.3% | +31.2% | -9.9% | +8.6% |
| 6M | +73.5% | +14.4% | +59.2% | +61.7% |
| YTD | +58.0% | +33.9% | +24.1% | +38.5% |
| 1Y | +163.1% | +65.1% | +98.0% | +110.0% |
| 3Y | +361.0% | +49.0% | +312.1% | +253.2% |
| 5Y | +22.5% | +30.3% | -7.8% | -3.2% |
| All | +401.3% | +108.2% | +293.0% | +208.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling