+36.6%
GH vs P
+247.4%
-210.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -2.8% |
| 7D | -15.6% | -23.8% | +8.2% | -8.5% |
| 30D | -10.4% | -36.6% | +26.3% | +2.3% |
| 3M | -4.3% | +10.9% | -15.1% | -9.9% |
| 6M | +63.5% | +30.0% | +33.6% | +41.1% |
| YTD | +47.7% | +44.4% | +3.3% | +20.7% |
| 1Y | +56.7% | +3.9% | +52.8% | +40.3% |
| 3Y | +443.9% | +176.6% | +267.3% | +152.1% |
| All | +36.6% | +247.4% | -210.8% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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