+199.8%
GS vs GH
+584.3%
-384.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.4% | +0.6% |
| 7D | +5.9% | +0.6% | +5.3% | +5.8% |
| 30D | +4.3% | -6.9% | +11.2% | +5.3% |
| 3M | -11.7% | -4.9% | -6.7% | -11.4% |
| 6M | -3.2% | +54.1% | -57.2% | -9.7% |
| YTD | +5.8% | +48.5% | -42.7% | -1.3% |
| 1Y | +16.0% | +61.2% | -45.1% | +7.1% |
| 3Y | +199.8% | +570.3% | -370.6% | +125.6% |
| All | +199.8% | +584.3% | -384.5% | +125.6% |
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