+38.9%
MMM vs GH
+472.2%
-433.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.2% | -3.4% | +1.5% |
| 7D | +5.8% | -7.0% | +12.8% | +6.3% |
| 30D | +17.9% | -5.2% | +23.1% | +18.3% |
| 3M | +3.6% | -5.8% | +9.3% | +3.8% |
| 6M | +32.9% | +65.9% | -33.0% | +26.9% |
| YTD | +19.5% | +55.5% | -36.0% | +14.2% |
| 1Y | +16.5% | +64.2% | -47.6% | +10.8% |
| 3Y | +167.2% | +606.0% | -438.9% | +119.0% |
| 5Y | +48.2% | +47.3% | +0.9% | +30.5% |
| All | +38.9% | +472.2% | -433.4% | +3.8% |
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