+99.4%
MO vs GH
+480.1%
-380.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -2.0% | -2.1% | +0.1% | -2.0% |
| 30D | -0.3% | -4.5% | +4.2% | -0.3% |
| 3M | -2.9% | +28.9% | -31.8% | -3.0% |
| 6M | +5.8% | +76.5% | -70.7% | +5.6% |
| YTD | +22.0% | +57.6% | -35.6% | +21.8% |
| 1Y | +10.7% | +167.5% | -156.9% | +9.9% |
| 3Y | +94.4% | +377.4% | -283.0% | +89.4% |
| 5Y | +97.2% | +23.8% | +73.4% | +98.2% |
| All | +99.4% | +480.1% | -380.7% | +90.1% |
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 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