-2.6%
GH vs PL
+84.9%
-87.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | -0.1% | -9.3% | +9.3% | +2.3% |
| 30D | -1.1% | -18.9% | +17.8% | +4.1% |
| 3M | +21.3% | -58.4% | +79.7% | +48.1% |
| 6M | +73.5% | -30.3% | +103.8% | +77.2% |
| YTD | +58.0% | -8.1% | +66.1% | +46.6% |
| 1Y | +163.1% | +180.5% | -17.4% | +59.9% |
| 3Y | +361.0% | +444.1% | -83.1% | +84.7% |
| 5Y | +22.5% | +83.0% | -60.5% | -39.5% |
| All | -2.6% | +84.9% | -87.5% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling