+140.2%
GS vs GH
+38.1%
+102.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.0% | +2.6% | -5.2% |
| 7D | -6.3% | -17.2% | +10.9% | -4.0% |
| 30D | -3.1% | -10.1% | +7.0% | -1.8% |
| 3M | -17.7% | -6.0% | -11.7% | -17.3% |
| 6M | -4.6% | +71.4% | -75.9% | -11.8% |
| YTD | +0.3% | +50.2% | -49.9% | -6.1% |
| 1Y | +11.7% | +61.4% | -49.7% | +3.5% |
| 3Y | +183.6% | +435.2% | -251.6% | +116.8% |
| All | +140.2% | +38.1% | +102.1% | +95.1% |
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