+15.0%
MMM vs GH
+58.5%
-43.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.5% |
| 7D | +7.0% | -11.2% | +18.2% | +7.2% |
| 30D | +18.4% | -7.2% | +25.6% | +18.5% |
| 3M | +4.5% | -7.1% | +11.6% | +4.6% |
| 6M | +33.4% | +62.3% | -28.9% | +31.5% |
| YTD | +20.0% | +52.1% | -32.1% | +14.9% |
| 1Y | +15.0% | +58.6% | -43.6% | +9.8% |
| All | +15.0% | +58.5% | -43.5% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling