+163.1%
GH vs USFR
+4.0%
+159.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.5% |
| 7D | -0.1% | +0.1% | -0.1% | +0.6% |
| 30D | -1.1% | +0.3% | -1.4% | +2.3% |
| 3M | +21.3% | +1.0% | +20.3% | +35.5% |
| 6M | +73.5% | +1.9% | +71.6% | +90.4% |
| YTD | +58.0% | +2.6% | +55.4% | +56.9% |
| 1Y | +163.1% | +4.0% | +159.0% | +141.7% |
| All | +163.1% | +4.0% | +159.1% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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