+387.8%
GH vs IT
-52.2%
+440.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.4% |
| 7D | -0.2% | -9.1% | +9.0% | +1.3% |
| 30D | -2.6% | -12.2% | +9.5% | -0.8% |
| 3M | +25.1% | +7.8% | +17.3% | +21.6% |
| 6M | +78.5% | +2.0% | +76.5% | +74.7% |
| YTD | +59.4% | -32.7% | +92.1% | +70.6% |
| 1Y | +173.9% | -31.1% | +205.0% | +188.9% |
| All | +387.8% | -52.2% | +440.0% | +501.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling