+46.4%
GH vs WAT
+28.6%
+17.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | -6.9% | +5.4% | -12.3% | -9.3% |
| 3M | -4.9% | +11.3% | -16.2% | -10.1% |
| 6M | +54.1% | +37.4% | +16.6% | +29.6% |
| YTD | +48.5% | +21.2% | +27.3% | +31.2% |
| 1Y | +61.2% | +21.3% | +39.8% | +42.1% |
| 3Y | +570.3% | +83.4% | +487.0% | +307.4% |
| All | +46.4% | +28.6% | +17.8% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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