+30.0%
GH vs S
-56.8%
+86.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -0.1% | -7.7% | +7.7% | +3.0% |
| 30D | -1.1% | -5.3% | +4.2% | -0.1% |
| 3M | +21.3% | +20.3% | +1.0% | +9.8% |
| 6M | +73.5% | +47.4% | +26.2% | +42.0% |
| YTD | +58.0% | +32.5% | +25.5% | +34.6% |
| 1Y | +163.1% | +9.5% | +153.5% | +140.5% |
| 3Y | +361.0% | +15.5% | +345.5% | +276.5% |
| 5Y | +22.5% | -71.2% | +93.7% | +45.4% |
| All | +30.0% | -56.8% | +86.8% | +49.0% |
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