+269.1%
MAR vs GH
+446.7%
-177.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | -0.1% |
| 7D | +1.6% | +0.6% | +1.1% | +1.5% |
| 30D | +13.8% | -6.9% | +20.7% | +14.6% |
| 3M | +20.3% | -4.9% | +25.2% | +20.5% |
| 6M | +21.3% | +54.1% | -32.7% | +14.0% |
| YTD | +37.2% | +48.5% | -11.3% | +28.8% |
| 1Y | +48.4% | +61.2% | -12.7% | +37.8% |
| 3Y | +120.1% | +570.3% | -450.2% | +63.1% |
| 5Y | +182.1% | +46.1% | +135.9% | +137.4% |
| All | +269.1% | +446.7% | -177.5% | +145.8% |
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 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