+27.0%
MMM vs GH
+22.3%
+4.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -1.6% | -2.1% | +0.5% | -1.4% |
| 30D | -8.0% | -4.5% | -3.6% | -7.7% |
| 3M | +9.4% | +28.9% | -19.5% | +6.8% |
| 6M | +10.2% | +76.5% | -66.3% | +4.5% |
| YTD | +6.1% | +57.6% | -51.5% | +1.2% |
| 1Y | +10.8% | +167.5% | -156.8% | +0.2% |
| 3Y | +104.8% | +377.4% | -272.6% | +70.5% |
| 5Y | +27.0% | +23.8% | +3.2% | +2.1% |
| All | +27.0% | +22.3% | +4.8% | +2.1% |
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