+177.1%
GH vs MKC
-23.2%
+200.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.0% |
| 7D | -2.5% | -1.5% | -1.0% | -2.6% |
| 30D | -4.7% | -3.1% | -1.6% | -4.9% |
| 3M | +20.2% | +5.2% | +15.0% | +20.1% |
| 6M | +78.8% | -12.8% | +91.6% | +78.6% |
| YTD | +54.1% | -23.3% | +77.4% | +54.0% |
| 1Y | +177.1% | -24.1% | +201.2% | +176.5% |
| All | +177.1% | -23.2% | +200.2% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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