-6.2%
GH vs PL
+45.6%
-51.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -11.2% | +5.6% | -16.9% | -12.7% |
| 30D | -7.2% | -16.9% | +9.7% | -3.2% |
| 3M | -7.1% | -38.2% | +31.1% | +3.7% |
| 6M | +62.3% | -63.4% | +125.8% | +101.8% |
| YTD | +52.1% | -27.6% | +79.7% | +48.4% |
| 1Y | +58.6% | +6.6% | +52.1% | +34.7% |
| 3Y | +619.9% | +557.6% | +62.3% | +157.3% |
| 5Y | +49.7% | +39.5% | +10.2% | -22.7% |
| All | -6.2% | +45.6% | -51.8% | -52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling