+13.8%
IP vs GH
+440.6%
-426.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.0% | +5.0% | -3.4% |
| 7D | -5.0% | -17.2% | +12.2% | -3.8% |
| 30D | +6.5% | -10.1% | +16.6% | +7.2% |
| 3M | -18.0% | -6.0% | -12.1% | -17.8% |
| 6M | +10.3% | +71.4% | -61.1% | +6.4% |
| YTD | -9.9% | +50.2% | -60.1% | -12.7% |
| 1Y | -1.1% | +61.4% | -62.5% | -4.5% |
| All | +13.8% | +440.6% | -426.8% | +0.9% |
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