+46.4%
GH vs TW
+41.2%
+5.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.4% |
| 7D | +0.6% | +3.9% | -3.4% | -1.1% |
| 30D | -6.9% | +19.9% | -26.9% | -14.2% |
| 3M | -4.9% | +25.9% | -30.9% | -14.6% |
| 6M | +54.1% | +21.1% | +32.9% | +38.6% |
| YTD | +48.5% | +23.9% | +24.6% | +29.5% |
| 1Y | +61.2% | +21.2% | +39.9% | +42.1% |
| 3Y | +570.3% | +44.8% | +525.6% | +357.1% |
| All | +46.4% | +41.2% | +5.1% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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