+401.3%
GH vs P
+285.5%
+115.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | -0.1% | +6.5% | -6.6% | -2.4% |
| 30D | -1.1% | +18.8% | -19.9% | -8.2% |
| 3M | +21.3% | +26.7% | -5.4% | +8.3% |
| 6M | +73.5% | +62.2% | +11.3% | +37.5% |
| YTD | +58.0% | +48.5% | +9.5% | +27.5% |
| 1Y | +163.1% | +26.4% | +136.7% | +116.1% |
| 3Y | +361.0% | +159.4% | +201.6% | +139.6% |
| 5Y | +22.5% | +275.8% | -253.3% | -47.7% |
| All | +401.3% | +285.5% | +115.7% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling