+453.1%
GH vs PL
+403.1%
+50.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -10.1% | +1.1% | -7.1% |
| 7D | -17.2% | -20.5% | +3.3% | -13.5% |
| 30D | -10.1% | -38.8% | +28.7% | -1.6% |
| 3M | -6.0% | -49.1% | +43.2% | +5.9% |
| 6M | +71.4% | -69.4% | +140.8% | +107.7% |
| YTD | +50.2% | -42.3% | +92.6% | +55.1% |
| 1Y | +61.4% | -14.2% | +75.6% | +50.4% |
| All | +453.1% | +403.1% | +50.0% | +145.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling