+24.4%
GH vs S
-71.9%
+96.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | -0.2% | -1.2% | +1.0% | +0.3% |
| 30D | -2.6% | -12.6% | +9.9% | +1.8% |
| 3M | +25.1% | +27.6% | -2.5% | +9.9% |
| 6M | +78.5% | +35.5% | +43.0% | +50.5% |
| YTD | +59.4% | +29.6% | +29.8% | +36.1% |
| 1Y | +173.9% | +8.1% | +165.7% | +150.9% |
| 3Y | +382.7% | +14.8% | +368.0% | +290.0% |
| 5Y | +24.4% | -70.6% | +95.0% | +51.6% |
| All | +24.4% | -71.9% | +96.3% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling