+279.1%
KLAC vs GH
+378.9%
-99.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.4% |
| 7D | +6.2% | -0.2% | +6.4% | +6.2% |
| 30D | -5.0% | -2.6% | -2.3% | -4.7% |
| 3M | -14.4% | +25.1% | -39.5% | -17.6% |
| 6M | +28.3% | +78.5% | -50.2% | +16.5% |
| YTD | +51.1% | +59.4% | -8.3% | +39.0% |
| 1Y | +100.4% | +173.9% | -73.5% | +68.4% |
| All | +279.1% | +378.9% | -99.8% | +195.0% |
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