+24.4%
GH vs TNA
-23.3%
+47.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.6% |
| 7D | -2.5% | -7.3% | +4.8% | +1.1% |
| 30D | -4.7% | -14.2% | +9.5% | +2.5% |
| 3M | +20.2% | -4.6% | +24.8% | +21.8% |
| 6M | +78.8% | +36.9% | +41.9% | +48.7% |
| YTD | +54.1% | +42.5% | +11.5% | +24.4% |
| 1Y | +177.1% | +45.8% | +131.3% | +113.9% |
| 3Y | +371.6% | +104.7% | +267.0% | +158.2% |
| All | +24.4% | -23.3% | +47.8% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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