+401.3%
GH vs WU
-37.1%
+438.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -0.1% | -0.8% | +0.8% | +0.1% |
| 30D | -1.1% | -1.1% | 0.0% | -1.0% |
| 3M | +21.3% | -3.9% | +25.2% | +20.7% |
| 6M | +73.5% | -20.7% | +94.2% | +83.9% |
| YTD | +58.0% | -18.4% | +76.4% | +65.2% |
| 1Y | +163.1% | -8.1% | +171.1% | +161.2% |
| 3Y | +361.0% | -24.2% | +385.2% | +382.8% |
| 5Y | +22.5% | -50.4% | +73.0% | +43.1% |
| All | +401.3% | -37.1% | +438.4% | +328.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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