+23.2%
GH vs IT
-46.1%
+69.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.5% |
| 7D | -1.2% | -12.7% | +11.5% | +4.1% |
| 30D | -3.7% | -8.9% | +5.2% | -0.9% |
| 3M | +21.7% | +10.1% | +11.5% | +11.8% |
| 6M | +75.7% | +7.3% | +68.5% | +60.9% |
| YTD | +55.7% | -32.4% | +88.1% | +80.0% |
| 1Y | +181.1% | -26.6% | +207.8% | +201.2% |
| 3Y | +371.6% | -51.8% | +423.4% | +509.4% |
| 5Y | +23.2% | -45.6% | +68.8% | +28.6% |
| All | +23.2% | -46.1% | +69.3% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling