+71.8%
GH vs PL
-0.6%
+72.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.4% | +2.7% | -3.0% |
| 7D | -7.7% | -11.7% | +4.1% | -6.4% |
| 30D | -10.0% | -27.1% | +17.2% | -7.2% |
| 3M | +5.5% | -44.6% | +50.1% | +11.4% |
| 6M | +84.9% | -67.2% | +152.1% | +103.5% |
| YTD | +65.0% | -35.9% | +100.9% | +72.5% |
| 1Y | +71.8% | -0.4% | +72.2% | +76.3% |
| All | +71.8% | -0.6% | +72.4% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling