+377.4%
GH vs TAP
-31.5%
+408.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | 0.0% |
| 7D | -2.1% | -2.3% | +0.2% | -2.0% |
| 30D | -4.5% | -9.4% | +4.9% | -3.9% |
| 3M | +28.9% | -0.8% | +29.7% | +28.6% |
| 6M | +76.5% | -14.7% | +91.3% | +78.8% |
| YTD | +57.6% | -13.9% | +71.5% | +58.7% |
| 1Y | +167.5% | -18.6% | +186.2% | +172.9% |
| 3Y | +377.4% | -32.0% | +409.4% | +383.3% |
| All | +377.4% | -31.5% | +408.9% | +383.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling