+23.2%
GH vs TRU
-36.7%
+59.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -1.2% | -9.4% | +8.1% | +4.2% |
| 30D | -3.7% | -4.1% | +0.4% | -1.9% |
| 3M | +21.7% | +13.6% | +8.1% | +10.4% |
| 6M | +75.7% | +3.6% | +72.2% | +68.1% |
| YTD | +55.7% | -9.8% | +65.5% | +58.8% |
| 1Y | +181.1% | -13.6% | +194.8% | +190.6% |
| 3Y | +371.6% | -2.0% | +373.6% | +322.2% |
| 5Y | +23.2% | -35.8% | +59.0% | +29.5% |
| All | +23.2% | -36.7% | +59.9% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling