+72.1%
MA vs GH
+431.6%
-359.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | +2.3% | -15.6% | +17.9% | +2.9% |
| 30D | +14.7% | -10.4% | +25.0% | +15.0% |
| 3M | +13.5% | -4.3% | +17.8% | +13.5% |
| 6M | +33.1% | +63.5% | -30.4% | +29.7% |
| YTD | +15.1% | +47.7% | -32.6% | +12.4% |
| 1Y | +18.7% | +56.7% | -38.0% | +15.7% |
| 3Y | +72.1% | +443.9% | -371.8% | +59.3% |
| All | +72.1% | +431.6% | -359.5% | +59.3% |
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