+123.5%
GH vs IRE
-97.2%
+220.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +39.6% | -41.3% | -3.5% |
| 7D | -15.6% | -27.2% | +11.6% | -15.0% |
| 30D | -10.4% | -75.1% | +64.8% | -6.3% |
| 3M | -4.3% | -77.9% | +73.6% | -0.2% |
| 6M | +63.5% | -94.6% | +158.1% | +75.6% |
| YTD | +47.7% | -91.5% | +139.2% | +52.1% |
| 1Y | +56.7% | -97.8% | +154.6% | +64.8% |
| All | +123.5% | -97.2% | +220.7% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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