+262.1%
MSCI vs GH
+481.7%
-219.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +0.4% | -0.1% | +0.4% | +0.4% |
| 30D | +0.6% | -1.1% | +1.6% | +0.5% |
| 3M | -7.1% | +21.3% | -28.4% | -11.1% |
| 6M | +0.8% | +73.5% | -72.7% | -10.4% |
| YTD | +1.0% | +58.0% | -57.0% | -9.1% |
| 1Y | +4.3% | +163.1% | -158.7% | -15.9% |
| 3Y | +9.9% | +361.0% | -351.1% | -26.7% |
| 5Y | -6.8% | +22.5% | -29.3% | -24.2% |
| All | +262.1% | +481.7% | -219.6% | +119.0% |
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