+71.8%
GH vs TRU
+2.1%
+69.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.6% | -8.2% | -4.5% |
| 7D | -7.7% | +10.5% | -18.2% | -9.5% |
| 30D | -10.0% | +28.7% | -38.6% | -15.2% |
| 3M | +5.5% | +0.7% | +4.8% | +5.1% |
| 6M | +84.9% | +19.3% | +65.6% | +71.2% |
| YTD | +65.0% | -3.7% | +68.8% | +52.7% |
| 1Y | +71.8% | +3.4% | +68.4% | +56.6% |
| All | +71.8% | +2.1% | +69.7% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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