+136.0%
GOOG vs GH
+20.8%
+115.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.7% |
| 7D | 0.0% | -2.5% | +2.5% | +0.4% |
| 30D | -2.0% | -4.7% | +2.7% | -1.4% |
| 3M | -5.9% | +20.2% | -26.1% | -8.8% |
| 6M | +8.9% | +78.8% | -69.9% | -1.1% |
| YTD | +7.1% | +54.1% | -47.0% | -1.1% |
| 1Y | +39.7% | +177.1% | -137.4% | +17.3% |
| 3Y | +145.8% | +371.6% | -225.8% | +81.2% |
| All | +136.0% | +20.8% | +115.2% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling