+371.1%
GH vs USFR
+25.0%
+346.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -6.9% | +0.4% | -7.3% | -7.4% |
| 3M | -4.9% | +1.1% | -6.0% | -6.3% |
| 6M | +54.1% | +2.0% | +52.0% | +49.5% |
| YTD | +48.5% | +3.5% | +45.1% | +40.1% |
| 1Y | +61.2% | +4.1% | +57.1% | +50.2% |
| 3Y | +570.3% | +14.4% | +556.0% | +432.9% |
| 5Y | +46.1% | +21.4% | +24.7% | -3.2% |
| All | +371.1% | +25.0% | +346.1% | +233.0% |
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