+5.6%
IR vs GH
+68.0%
-62.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.5% |
| 7D | +3.7% | -15.6% | +19.3% | +4.3% |
| 30D | +7.4% | -10.4% | +17.8% | +7.9% |
| 3M | -5.9% | -4.3% | -1.7% | -5.5% |
| 6M | +5.6% | +63.5% | -58.0% | -1.7% |
| All | +5.6% | +68.0% | -62.4% | -1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling