+71.8%
GH vs TDY
+22.9%
+48.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.8% | +1.1% | -1.6% |
| 7D | -7.7% | -5.0% | -2.6% | -5.5% |
| 30D | -10.0% | +2.0% | -12.0% | -10.5% |
| 3M | +5.5% | -7.7% | +13.2% | +9.2% |
| 6M | +84.9% | -0.9% | +85.8% | +85.0% |
| YTD | +65.0% | +23.7% | +41.3% | +55.7% |
| 1Y | +71.8% | +23.6% | +48.1% | +61.0% |
| All | +71.8% | +22.9% | +48.9% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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