+388.8%
GH vs TDY
+146.2%
+242.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.3% | -1.8% |
| 7D | -2.5% | -1.1% | -1.4% | -1.9% |
| 30D | -4.7% | -12.0% | +7.4% | +2.9% |
| 3M | +20.2% | -3.2% | +23.4% | +22.1% |
| 6M | +78.8% | -7.9% | +86.7% | +86.9% |
| YTD | +54.1% | +18.2% | +35.9% | +37.2% |
| 1Y | +177.1% | +6.7% | +170.4% | +161.7% |
| 3Y | +371.6% | +47.5% | +324.1% | +259.6% |
| 5Y | +21.9% | +39.5% | -17.6% | -2.5% |
| All | +388.8% | +146.2% | +242.6% | +160.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling