+47.1%
GM vs PH
+25.3%
+21.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.2% |
| 7D | -2.4% | -1.3% | -1.2% | -2.0% |
| 30D | -1.1% | -11.0% | +9.9% | +3.4% |
| 3M | +6.1% | +5.5% | +0.6% | +2.1% |
| 6M | +15.0% | +1.5% | +13.5% | +12.4% |
| YTD | +6.0% | +8.8% | -2.8% | +0.1% |
| 1Y | +47.1% | +24.5% | +22.6% | +27.2% |
| All | +47.1% | +25.3% | +21.7% | +27.2% |
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