+377.4%
GH vs WAB
+168.6%
+208.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.6% |
| 7D | -2.1% | +1.7% | -3.7% | -3.0% |
| 30D | -4.5% | -2.4% | -2.0% | -3.2% |
| 3M | +28.9% | +9.7% | +19.2% | +19.6% |
| 6M | +76.5% | +16.5% | +60.0% | +56.6% |
| YTD | +57.6% | +33.7% | +23.9% | +26.5% |
| 1Y | +167.5% | +49.7% | +117.9% | +97.1% |
| 3Y | +377.4% | +170.9% | +206.5% | +111.5% |
| All | +377.4% | +168.6% | +208.8% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 3y: compounded portfolio wealth divided by compounded WAB 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…
3y analysis · Full analysis span regression · 6 months rolling