+139.3%
GS vs GH
+35.8%
+103.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -3.2% | -15.6% | +12.4% | -1.0% |
| 30D | -2.4% | -10.4% | +8.0% | -1.0% |
| 3M | -15.7% | -4.3% | -11.5% | -15.6% |
| 6M | -6.8% | +63.5% | -70.3% | -13.4% |
| YTD | -0.1% | +47.7% | -47.8% | -6.2% |
| 1Y | +12.1% | +56.7% | -44.7% | +4.3% |
| 3Y | +185.8% | +443.9% | -258.1% | +118.1% |
| All | +139.3% | +35.8% | +103.5% | +94.8% |
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