+570.3%
GH vs PL
+536.4%
+33.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | +0.6% | +10.0% | -9.5% | -1.3% |
| 30D | -6.9% | -2.3% | -4.7% | -6.7% |
| 3M | -4.9% | -44.2% | +39.3% | +4.8% |
| 6M | +54.1% | -66.1% | +120.2% | +82.8% |
| YTD | +48.5% | -30.0% | +78.5% | +47.6% |
| 1Y | +61.2% | +21.0% | +40.1% | +40.2% |
| 3Y | +570.3% | +516.5% | +53.8% | +203.4% |
| All | +570.3% | +536.4% | +33.9% | +203.4% |
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