+371.6%
GH vs MKTX
-25.3%
+396.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -4.7% | +0.7% | -5.4% | -4.7% |
| 3M | +20.2% | +40.8% | -20.6% | +17.9% |
| 6M | +78.8% | -8.0% | +86.8% | +79.3% |
| YTD | +54.1% | -8.7% | +62.8% | +54.5% |
| 1Y | +177.1% | -11.8% | +188.9% | +178.2% |
| 3Y | +371.6% | -24.0% | +395.7% | +379.2% |
| All | +371.6% | -25.3% | +396.9% | +379.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling