+9.0%
MSFT vs GH
+80.5%
-71.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.7% | +10.4% | +7.0% |
| 7D | +4.7% | -7.7% | +12.3% | +5.4% |
| 30D | +5.8% | -10.0% | +15.8% | +6.7% |
| 3M | +13.0% | +5.5% | +7.5% | +11.9% |
| 6M | +34.9% | +84.9% | -50.0% | +26.1% |
| YTD | +15.7% | +65.0% | -49.4% | +8.2% |
| 1Y | +9.0% | +71.8% | -62.8% | +1.9% |
| All | +9.0% | +80.5% | -71.5% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling