+119.3%
GH vs Q
+75.8%
+43.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | -11.2% | +4.0% | -15.2% | -12.0% |
| 30D | -7.2% | -2.3% | -4.9% | -7.0% |
| 3M | -7.1% | -7.9% | +0.8% | -6.0% |
| 6M | +62.3% | -16.0% | +78.3% | +63.9% |
| YTD | +52.1% | +51.7% | +0.4% | +34.4% |
| 1Y | +58.6% | +28.3% | +30.3% | +51.5% |
| All | +119.3% | +75.8% | +43.4% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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