+479.6%
GOOG vs GH
+480.1%
-0.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +1.1% | -2.1% | +3.2% | +1.4% |
| 30D | -5.1% | -4.5% | -0.6% | -4.5% |
| 3M | -7.1% | +28.9% | -36.0% | -11.0% |
| 6M | +12.7% | +76.5% | -63.9% | +2.3% |
| YTD | +7.1% | +57.6% | -50.5% | -1.5% |
| 1Y | +43.6% | +167.5% | -123.9% | +20.9% |
| 3Y | +146.8% | +377.4% | -230.6% | +80.2% |
| 5Y | +133.7% | +23.8% | +109.8% | +95.2% |
| All | +479.6% | +480.1% | -0.5% | +278.0% |
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 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