+71.8%
GH vs S
+36.5%
+35.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -4.1% |
| 7D | -7.7% | -8.2% | +0.5% | -5.4% |
| 30D | -10.0% | -7.6% | -2.3% | -8.2% |
| 3M | +5.5% | +12.0% | -6.5% | +0.5% |
| 6M | +84.9% | +50.6% | +34.3% | +57.1% |
| YTD | +65.0% | +56.6% | +8.4% | +35.0% |
| 1Y | +71.8% | +39.2% | +32.5% | +45.5% |
| All | +71.8% | +36.5% | +35.3% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling