+171.9%
GM vs GH
+486.6%
-314.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.5% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -4.6% | -2.6% | -1.9% | -4.3% |
| 3M | +0.2% | +25.1% | -24.9% | -3.8% |
| 6M | +12.6% | +78.5% | -65.9% | +1.9% |
| YTD | +3.7% | +59.4% | -55.7% | -4.9% |
| 1Y | +45.6% | +173.9% | -128.2% | +21.2% |
| 3Y | +162.0% | +382.7% | -220.8% | +88.2% |
| 5Y | +80.5% | +24.4% | +56.1% | +46.3% |
| All | +171.9% | +486.6% | -314.6% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling