+78.5%
GH vs PPG
+3.4%
+75.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.5% | +2.0% |
| 7D | -0.2% | -3.7% | +3.6% | +1.3% |
| 30D | -2.6% | -7.2% | +4.6% | +0.3% |
| 3M | +25.1% | -7.3% | +32.4% | +28.9% |
| 6M | +78.5% | +0.3% | +78.2% | +77.8% |
| All | +78.5% | +3.4% | +75.1% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 6mo: compounded portfolio wealth divided by compounded PPG 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…
6mo analysis · Full analysis span regression · 6 months rolling