+399.9%
GH vs WY
+0.7%
+399.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.5% |
| 7D | -2.1% | -2.1% | 0.0% | -1.1% |
| 30D | -4.5% | -10.5% | +6.0% | +1.0% |
| 3M | +28.9% | -4.9% | +33.8% | +31.3% |
| 6M | +76.5% | -4.9% | +81.4% | +80.0% |
| YTD | +57.6% | -1.7% | +59.3% | +57.3% |
| 1Y | +167.5% | -9.4% | +176.9% | +176.8% |
| 3Y | +377.4% | -22.3% | +399.7% | +432.4% |
| 5Y | +23.8% | -20.5% | +44.4% | +40.9% |
| All | +399.9% | +0.7% | +399.2% | +359.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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