+401.3%
GH vs M
-4.5%
+405.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.3% |
| 7D | -0.1% | +4.7% | -4.8% | -1.0% |
| 30D | -1.1% | -9.6% | +8.6% | +0.8% |
| 3M | +21.3% | +0.9% | +20.5% | +20.6% |
| 6M | +73.5% | +22.3% | +51.2% | +66.2% |
| YTD | +58.0% | +6.5% | +51.5% | +55.0% |
| 1Y | +163.1% | +38.8% | +124.3% | +143.7% |
| 3Y | +361.0% | +115.9% | +245.1% | +281.3% |
| 5Y | +22.5% | +28.6% | -6.1% | +9.7% |
| All | +401.3% | -4.5% | +405.8% | +344.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling