+399.9%
GH vs MKC
-8.9%
+408.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -2.1% | -4.3% | +2.3% | -0.9% |
| 30D | -4.5% | -2.0% | -2.5% | -4.1% |
| 3M | +28.9% | +10.0% | +18.9% | +25.2% |
| 6M | +76.5% | -18.5% | +95.0% | +85.9% |
| YTD | +57.6% | -22.4% | +80.0% | +67.5% |
| 1Y | +167.5% | -23.6% | +191.2% | +185.1% |
| 3Y | +377.4% | -30.4% | +407.8% | +414.4% |
| 5Y | +23.8% | -34.2% | +58.0% | +33.3% |
| All | +399.9% | -8.9% | +408.8% | +369.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling