+401.3%
GH vs MTB
+83.7%
+317.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -0.1% | +1.7% | -1.8% | -0.7% |
| 30D | -1.1% | -4.2% | +3.1% | +0.3% |
| 3M | +21.3% | +8.9% | +12.4% | +17.7% |
| 6M | +73.5% | +10.9% | +62.7% | +67.4% |
| YTD | +58.0% | +21.5% | +36.5% | +47.9% |
| 1Y | +163.1% | +21.9% | +141.1% | +145.4% |
| 3Y | +361.0% | +109.2% | +251.8% | +263.4% |
| 5Y | +22.5% | +102.0% | -79.4% | -1.4% |
| All | +401.3% | +83.7% | +317.6% | +289.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling