+58.6%
GH vs M
+26.3%
+32.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -11.2% | +5.0% | -16.3% | -12.1% |
| 30D | -7.2% | +10.6% | -17.9% | -9.1% |
| 3M | -7.1% | +1.6% | -8.7% | -7.3% |
| 6M | +62.3% | +30.8% | +31.5% | +50.6% |
| YTD | +52.1% | +16.9% | +35.2% | +42.8% |
| 1Y | +58.6% | +26.3% | +32.4% | +52.5% |
| All | +58.6% | +26.3% | +32.3% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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