+399.9%
GH vs TRU
+7.7%
+392.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +1.3% |
| 7D | -2.1% | -7.2% | +5.1% | +1.9% |
| 30D | -4.5% | -2.8% | -1.6% | -3.5% |
| 3M | +28.9% | +13.0% | +15.9% | +17.3% |
| 6M | +76.5% | +0.7% | +75.8% | +71.7% |
| YTD | +57.6% | -9.0% | +66.6% | +60.0% |
| 1Y | +167.5% | -16.3% | +183.9% | +182.2% |
| 3Y | +377.4% | -1.1% | +378.5% | +319.5% |
| 5Y | +23.8% | -36.0% | +59.8% | +42.2% |
| All | +399.9% | +7.7% | +392.2% | +274.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling