+163.1%
GH vs TAP
-14.5%
+177.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -0.1% | -2.3% | +2.3% | -0.5% |
| 30D | -1.1% | -2.1% | +1.1% | -1.4% |
| 3M | +21.3% | +6.6% | +14.7% | +23.1% |
| 6M | +73.5% | -11.5% | +85.0% | +69.2% |
| YTD | +58.0% | -10.3% | +68.3% | +56.1% |
| 1Y | +163.1% | -14.4% | +177.4% | +155.8% |
| All | +163.1% | -14.5% | +177.5% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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