-12.3%
IP vs GH
+35.2%
-47.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.0% | +5.0% | -3.2% |
| 7D | -5.0% | -17.2% | +12.2% | -3.6% |
| 30D | +6.5% | -10.1% | +16.6% | +7.4% |
| 3M | -18.0% | -6.0% | -12.1% | -17.8% |
| 6M | +10.3% | +71.4% | -61.1% | +5.2% |
| YTD | -9.9% | +50.2% | -60.1% | -13.5% |
| 1Y | -1.1% | +61.4% | -62.5% | -5.6% |
| 3Y | +13.0% | +435.2% | -422.1% | -6.0% |
| 5Y | -12.3% | +39.2% | -51.5% | -27.6% |
| All | -12.3% | +35.2% | -47.4% | -27.6% |
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