+24.4%
IOT vs GH
+363.0%
-338.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | 0.0% |
| 7D | -4.5% | -2.5% | -2.0% | -4.1% |
| 30D | -2.4% | -4.7% | +2.2% | -1.8% |
| 3M | +19.0% | +20.2% | -1.3% | +14.4% |
| 6M | +19.6% | +78.8% | -59.1% | +5.6% |
| YTD | +8.3% | +54.1% | -45.8% | -1.9% |
| 1Y | -0.8% | +177.1% | -177.9% | -21.6% |
| 3Y | +24.4% | +371.6% | -347.2% | -13.9% |
| All | +24.4% | +363.0% | -338.6% | -13.9% |
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