+405.5%
GH vs MKTX
-3.6%
+409.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -0.2% | +0.3% | -0.4% | -0.3% |
| 30D | -2.6% | +1.0% | -3.6% | -3.0% |
| 3M | +25.1% | +40.8% | -15.7% | +6.1% |
| 6M | +78.5% | -10.9% | +89.4% | +84.5% |
| YTD | +59.4% | -8.6% | +68.0% | +62.2% |
| 1Y | +173.9% | -11.6% | +185.4% | +181.4% |
| 3Y | +382.7% | -24.5% | +407.3% | +392.2% |
| 5Y | +24.4% | -60.7% | +85.1% | +77.4% |
| All | +405.5% | -3.6% | +409.1% | +230.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling