+24.4%
GH vs WAB
+224.0%
-199.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +2.1% |
| 7D | -0.2% | +0.2% | -0.4% | -0.4% |
| 30D | -2.6% | -4.6% | +1.9% | +0.4% |
| 3M | +25.1% | +5.6% | +19.5% | +17.9% |
| 6M | +78.5% | +13.8% | +64.7% | +58.3% |
| YTD | +59.4% | +31.9% | +27.5% | +25.8% |
| 1Y | +173.9% | +48.3% | +125.6% | +96.1% |
| 3Y | +382.7% | +167.1% | +215.6% | +108.1% |
| 5Y | +24.4% | +222.9% | -198.5% | -52.2% |
| All | +24.4% | +224.0% | -199.6% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling