+405.5%
GH vs PPG
+15.9%
+389.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.5% | +2.5% |
| 7D | -0.2% | -3.7% | +3.6% | +2.0% |
| 30D | -2.6% | -7.2% | +4.6% | +1.6% |
| 3M | +25.1% | -7.3% | +32.4% | +29.8% |
| 6M | +78.5% | +0.3% | +78.2% | +75.5% |
| YTD | +59.4% | +6.5% | +52.8% | +49.2% |
| 1Y | +173.9% | +0.5% | +173.3% | +163.0% |
| 3Y | +382.7% | -15.3% | +398.0% | +418.6% |
| 5Y | +24.4% | -22.9% | +47.3% | +38.1% |
| All | +405.5% | +15.9% | +389.7% | +318.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling