+399.9%
GH vs TNA
-14.2%
+414.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | -2.1% | +4.1% | -6.2% | -3.7% |
| 30D | -4.5% | -7.6% | +3.2% | -1.6% |
| 3M | +28.9% | +8.1% | +20.8% | +23.8% |
| 6M | +76.5% | +49.0% | +27.5% | +47.9% |
| YTD | +57.6% | +51.7% | +5.9% | +30.4% |
| 1Y | +167.5% | +59.6% | +107.9% | +111.7% |
| 3Y | +377.4% | +118.9% | +258.5% | +204.4% |
| 5Y | +23.8% | -19.2% | +43.0% | +5.7% |
| All | +399.9% | -14.2% | +414.2% | +277.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling