+177.3%
MRK vs GH
+480.1%
-302.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | -0.9% | -2.1% | +1.2% | -0.9% |
| 30D | +15.5% | -4.5% | +19.9% | +15.6% |
| 3M | +25.1% | +28.9% | -3.8% | +23.8% |
| 6M | +30.1% | +76.5% | -46.4% | +27.0% |
| YTD | +43.1% | +57.6% | -14.5% | +40.2% |
| 1Y | +82.5% | +167.5% | -85.1% | +74.8% |
| 3Y | +49.3% | +377.4% | -328.1% | +38.0% |
| 5Y | +130.3% | +23.8% | +106.4% | +125.1% |
| All | +177.3% | +480.1% | -302.8% | +137.4% |
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