+21.5%
GH vs S
-52.7%
+74.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.4% |
| 7D | -15.6% | -13.4% | -2.2% | -10.4% |
| 30D | -10.4% | -14.0% | +3.6% | -4.8% |
| 3M | -4.3% | +4.9% | -9.1% | -8.3% |
| 6M | +63.5% | +42.0% | +21.5% | +35.8% |
| YTD | +47.7% | +45.1% | +2.6% | +20.0% |
| 1Y | +56.7% | +33.1% | +23.7% | +31.4% |
| 3Y | +443.9% | +40.6% | +403.2% | +304.7% |
| 5Y | +36.9% | -67.5% | +104.4% | +55.0% |
| All | +21.5% | -52.7% | +74.2% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling