+11.0%
GS vs GH
+57.4%
-46.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +5.1% | +0.9% | +4.2% | +4.9% |
| 30D | +2.4% | -4.5% | +6.9% | +3.4% |
| 3M | -11.5% | -6.2% | -5.3% | -10.9% |
| 6M | -2.5% | +55.0% | -57.5% | -14.2% |
| YTD | +5.5% | +51.6% | -46.2% | -6.1% |
| 1Y | +11.0% | +58.3% | -47.2% | -1.7% |
| All | +11.0% | +57.4% | -46.4% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling