-6.6%
GH vs PL
+46.3%
-52.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -8.2% | +13.4% | -21.5% | -11.3% |
| 30D | -4.9% | -10.2% | +5.2% | -2.7% |
| 3M | -6.2% | -39.5% | +33.2% | +5.2% |
| 6M | +60.0% | -65.7% | +125.8% | +102.5% |
| YTD | +51.5% | -27.3% | +78.8% | +47.6% |
| 1Y | +58.4% | +15.0% | +43.4% | +31.6% |
| 3Y | +617.2% | +560.8% | +56.4% | +156.0% |
| 5Y | +47.0% | +38.4% | +8.6% | -23.8% |
| All | -6.6% | +46.3% | -52.9% | -52.3% |
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 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