+197.3%
IR vs GH
+481.7%
-284.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | -2.8% | -0.1% | -2.8% | -2.8% |
| 30D | -15.1% | -1.1% | -14.1% | -15.1% |
| 3M | +6.1% | +21.3% | -15.2% | +2.9% |
| 6M | -16.8% | +73.5% | -90.3% | -23.4% |
| YTD | -3.5% | +58.0% | -61.6% | -10.4% |
| 1Y | -3.5% | +163.1% | -166.5% | -16.9% |
| 3Y | +9.5% | +361.0% | -351.6% | -16.4% |
| 5Y | +45.1% | +22.5% | +22.5% | +24.3% |
| All | +197.3% | +481.7% | -284.4% | +89.1% |
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