+7.4%
IP vs GH
+443.7%
-436.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.0% |
| 7D | -5.1% | -15.6% | +10.6% | -3.8% |
| 30D | +8.5% | -10.4% | +18.9% | +9.4% |
| 3M | -13.8% | -4.3% | -9.6% | -13.7% |
| 6M | +5.7% | +63.5% | -57.8% | +1.0% |
| YTD | -9.1% | +47.7% | -56.8% | -12.8% |
| 1Y | -0.8% | +56.7% | -57.6% | -5.3% |
| 3Y | +14.8% | +443.9% | -429.1% | -5.0% |
| 5Y | -11.5% | +36.9% | -48.4% | -21.2% |
| All | +7.4% | +443.7% | -436.3% | -17.1% |
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