+24.4%
GH vs MKTX
-60.5%
+84.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -4.7% | +0.7% | -5.4% | -4.9% |
| 3M | +20.2% | +40.8% | -20.6% | +4.7% |
| 6M | +78.8% | -8.0% | +86.8% | +83.4% |
| YTD | +54.1% | -8.7% | +62.8% | +58.1% |
| 1Y | +177.1% | -11.8% | +188.9% | +187.1% |
| 3Y | +371.6% | -24.0% | +395.7% | +374.3% |
| All | +24.4% | -60.5% | +84.9% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling