+399.9%
GH vs MDY
+108.0%
+291.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.5% |
| 7D | -2.1% | +1.0% | -3.1% | -3.3% |
| 30D | -4.5% | -3.1% | -1.3% | -1.0% |
| 3M | +28.9% | +1.8% | +27.1% | +25.9% |
| 6M | +76.5% | +10.8% | +65.7% | +57.4% |
| YTD | +57.6% | +14.4% | +43.2% | +35.5% |
| 1Y | +167.5% | +15.2% | +152.3% | +126.6% |
| 3Y | +377.4% | +51.2% | +326.2% | +205.9% |
| 5Y | +23.8% | +47.2% | -23.4% | -14.1% |
| All | +399.9% | +108.0% | +291.9% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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