+447.5%
GS vs GH
+481.7%
-34.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -1.6% | -1.1% | -0.5% | -1.5% |
| 3M | -4.5% | +21.3% | -25.8% | -7.2% |
| 6M | +20.9% | +73.5% | -52.6% | +11.8% |
| YTD | +19.9% | +58.0% | -38.1% | +12.1% |
| 1Y | +41.4% | +163.1% | -121.6% | +23.2% |
| 3Y | +239.2% | +361.0% | -121.9% | +165.0% |
| 5Y | +185.0% | +22.5% | +162.5% | +145.9% |
| All | +447.5% | +481.7% | -34.2% | +282.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling