+154.1%
MAR vs GH
+24.4%
+129.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -4.7% | -2.6% | -2.0% | -4.4% |
| 3M | -15.6% | +25.1% | -40.7% | -18.2% |
| 6M | +1.2% | +78.5% | -77.3% | -6.4% |
| YTD | +7.5% | +59.4% | -51.9% | +0.6% |
| 1Y | +26.6% | +173.9% | -147.2% | +10.1% |
| 3Y | +66.0% | +382.7% | -316.8% | +29.1% |
| 5Y | +154.1% | +24.4% | +129.7% | +87.8% |
| All | +154.1% | +24.4% | +129.6% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling