+170.5%
GM vs GH
+363.0%
-192.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.5% |
| 7D | -2.4% | -2.5% | +0.1% | -2.2% |
| 30D | -1.1% | -4.7% | +3.6% | -0.7% |
| 3M | +6.1% | +20.2% | -14.1% | +3.5% |
| 6M | +15.0% | +78.8% | -63.8% | +6.8% |
| YTD | +6.0% | +54.1% | -48.1% | -0.2% |
| 1Y | +47.1% | +177.1% | -130.0% | +27.9% |
| 3Y | +170.5% | +371.6% | -201.1% | +115.1% |
| All | +170.5% | +363.0% | -192.5% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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