+130.2%
GH vs TW
+221.1%
-90.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -0.1% | -2.3% | +2.3% | +0.9% |
| 30D | -1.1% | +3.9% | -5.0% | -3.0% |
| 3M | +21.3% | +5.7% | +15.6% | +16.4% |
| 6M | +73.5% | -14.5% | +88.0% | +82.9% |
| YTD | +58.0% | -0.9% | +58.9% | +53.1% |
| 1Y | +163.1% | -13.5% | +176.6% | +172.5% |
| 3Y | +361.0% | +25.0% | +336.1% | +267.5% |
| 5Y | +22.5% | +22.7% | -0.1% | -4.5% |
| All | +130.2% | +221.1% | -90.9% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling