+39.4%
GM vs PH
+20.3%
+19.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.7% | +8.3% | +5.7% |
| 7D | +12.1% | -0.2% | +12.3% | +11.8% |
| 30D | +15.2% | -6.7% | +21.9% | +17.5% |
| 3M | +4.9% | -8.1% | +13.0% | +7.1% |
| 6M | +22.6% | +5.3% | +17.3% | +17.2% |
| YTD | +14.4% | +4.2% | +10.2% | +10.3% |
| 1Y | +39.4% | +19.3% | +20.1% | +29.1% |
| All | +39.4% | +20.3% | +19.1% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling