+47.3%
GH vs M
-2.8%
+50.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.1% | -2.9% | +2.5% |
| 7D | -7.0% | +2.5% | -9.5% | -7.9% |
| 30D | -5.2% | +10.1% | -15.2% | -8.5% |
| 3M | -5.8% | -0.9% | -4.8% | -6.1% |
| 6M | +65.9% | +30.2% | +35.8% | +49.3% |
| YTD | +55.5% | +16.3% | +39.2% | +44.4% |
| 1Y | +64.2% | +27.0% | +37.2% | +46.8% |
| 3Y | +606.0% | +154.5% | +451.6% | +330.8% |
| 5Y | +47.3% | -1.1% | +48.4% | +17.5% |
| All | +47.3% | -2.8% | +50.1% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling