-6.7%
IP vs GH
+57.4%
-64.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.1% | -2.1% |
| 7D | -0.9% | +0.9% | -1.8% | -1.0% |
| 30D | +6.7% | -4.5% | +11.2% | +7.2% |
| 3M | -16.6% | -6.2% | -10.4% | -16.1% |
| 6M | +6.0% | +55.0% | -49.0% | -1.4% |
| YTD | -10.7% | +51.6% | -62.3% | -17.4% |
| 1Y | -6.7% | +58.3% | -65.0% | -14.3% |
| All | -6.7% | +57.4% | -64.1% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling