+23.2%
GH vs MTB
+101.1%
-77.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | -1.2% | -0.4% | -0.8% | -1.0% |
| 30D | -3.7% | -4.6% | +0.9% | -1.5% |
| 3M | +21.7% | +7.4% | +14.2% | +16.9% |
| 6M | +75.7% | +18.7% | +57.1% | +60.5% |
| YTD | +55.7% | +21.1% | +34.6% | +40.6% |
| 1Y | +181.1% | +24.1% | +157.1% | +149.9% |
| 3Y | +371.6% | +115.3% | +256.3% | +215.3% |
| 5Y | +23.2% | +106.0% | -82.8% | +1.4% |
| All | +23.2% | +101.1% | -77.9% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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