+15.8%
IP vs GH
+481.7%
-465.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -5.3% | -0.1% | -5.2% | -5.3% |
| 30D | -10.9% | -1.1% | -9.8% | -10.8% |
| 3M | +11.2% | +21.3% | -10.1% | +9.1% |
| 6M | -10.2% | +73.5% | -83.7% | -14.7% |
| YTD | -2.0% | +58.0% | -60.0% | -6.3% |
| 1Y | -19.1% | +163.1% | -182.1% | -26.5% |
| 3Y | +20.9% | +361.0% | -340.2% | +1.5% |
| 5Y | -17.8% | +22.5% | -40.4% | -26.1% |
| All | +15.8% | +481.7% | -465.9% | -10.9% |
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 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