+36.6%
GH vs PL
+20.8%
+15.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.4% | -12.0% | -4.3% |
| 7D | -15.6% | -6.8% | -8.8% | -14.2% |
| 30D | -10.4% | -29.3% | +18.9% | -2.4% |
| 3M | -4.3% | -44.8% | +40.5% | +10.2% |
| 6M | +63.5% | -68.4% | +131.9% | +110.6% |
| YTD | +47.7% | -36.4% | +84.1% | +49.1% |
| 1Y | +56.7% | +0.7% | +56.0% | +34.7% |
| 3Y | +443.9% | +455.3% | -11.4% | +104.5% |
| All | +36.6% | +20.8% | +15.8% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling