+27.6%
IR vs GH
+431.6%
-404.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.6% |
| 7D | +3.7% | -15.6% | +19.3% | +5.3% |
| 30D | +7.4% | -10.4% | +17.8% | +8.5% |
| 3M | -5.9% | -4.3% | -1.7% | -5.8% |
| 6M | +5.6% | +63.5% | -58.0% | -0.5% |
| YTD | +4.8% | +47.7% | -42.9% | -0.7% |
| 1Y | +6.9% | +56.7% | -49.8% | +0.7% |
| 3Y | +27.6% | +443.9% | -416.3% | +5.2% |
| All | +27.6% | +431.6% | -404.1% | +5.2% |
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