+397.0%
GH vs TLN
+602.5%
-205.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.0% | -1.0% |
| 7D | -2.1% | +10.9% | -13.0% | -4.7% |
| 30D | -4.5% | -6.3% | +1.9% | -3.1% |
| 3M | +28.9% | -10.7% | +39.6% | +31.0% |
| 6M | +76.5% | +1.6% | +74.9% | +72.5% |
| YTD | +57.6% | -13.1% | +70.7% | +58.9% |
| 1Y | +167.5% | -15.1% | +182.6% | +169.2% |
| 3Y | +377.4% | +495.0% | -117.6% | +161.9% |
| All | +397.0% | +602.5% | -205.5% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 5y: compounded portfolio wealth divided by compounded TLN 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…
5y analysis · Full analysis span regression · 6 months rolling