+401.3%
GH vs USFR
+24.0%
+377.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.1% | +0.1% | -0.1% | -0.1% |
| 30D | -1.1% | +0.3% | -1.4% | -1.5% |
| 3M | +21.3% | +1.0% | +20.3% | +19.4% |
| 6M | +73.5% | +1.9% | +71.6% | +67.9% |
| YTD | +58.0% | +2.6% | +55.4% | +50.8% |
| 1Y | +163.1% | +4.0% | +159.0% | +144.5% |
| 3Y | +361.0% | +14.1% | +346.9% | +266.6% |
| 5Y | +22.5% | +20.4% | +2.1% | -17.9% |
| All | +401.3% | +24.0% | +377.3% | +258.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling