+58.4%
GH vs M
+25.7%
+32.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.2% |
| 7D | -8.2% | -3.3% | -4.9% | -7.6% |
| 30D | -4.9% | +8.1% | -13.0% | -6.4% |
| 3M | -6.2% | +2.2% | -8.5% | -6.6% |
| 6M | +60.0% | +35.1% | +24.9% | +47.9% |
| YTD | +51.5% | +15.8% | +35.7% | +42.5% |
| 1Y | +58.4% | +25.8% | +32.6% | +52.9% |
| All | +58.4% | +25.7% | +32.7% | +52.9% |
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