+197.6%
GS vs GH
+613.7%
-416.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.2% | -0.6% | +3.9% |
| 7D | +0.8% | -7.0% | +7.8% | +1.9% |
| 30D | +1.2% | -5.2% | +6.4% | +1.9% |
| 3M | -12.4% | -5.8% | -6.7% | -12.0% |
| 6M | -2.3% | +65.9% | -68.3% | -9.9% |
| YTD | +4.6% | +55.5% | -50.9% | -3.0% |
| 1Y | +17.5% | +64.2% | -46.7% | +8.1% |
| All | +197.6% | +613.7% | -416.0% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling