+163.1%
GH vs IT
-24.5%
+187.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.9% | +0.5% |
| 7D | -0.1% | -6.0% | +6.0% | +0.2% |
| 30D | -1.1% | 0.0% | -1.1% | -1.2% |
| 3M | +21.3% | +13.1% | +8.2% | +20.4% |
| 6M | +73.5% | +11.7% | +61.8% | +71.4% |
| YTD | +58.0% | -26.1% | +84.1% | +52.7% |
| 1Y | +163.1% | -21.3% | +184.3% | +155.5% |
| All | +163.1% | -24.5% | +187.5% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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