+163.1%
GH vs TRU
-7.3%
+170.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.2% | +1.7% |
| 7D | -0.1% | -6.8% | +6.7% | +1.6% |
| 30D | -1.1% | 0.0% | -1.1% | -1.3% |
| 3M | +21.3% | +13.3% | +8.0% | +15.1% |
| 6M | +73.5% | +3.4% | +70.1% | +66.5% |
| YTD | +58.0% | -6.4% | +64.4% | +52.6% |
| 1Y | +163.1% | -9.7% | +172.7% | +153.6% |
| All | +163.1% | -7.3% | +170.4% | +153.6% |
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