+92.6%
NDAQ vs GH
+355.8%
-263.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -2.6% | -2.1% | -0.5% | -2.4% |
| 30D | +0.5% | -4.5% | +4.9% | +0.8% |
| 3M | +9.9% | +28.9% | -19.0% | +7.1% |
| 6M | +8.2% | +76.5% | -68.3% | +2.0% |
| YTD | -1.5% | +57.6% | -59.1% | -6.3% |
| 1Y | +1.3% | +167.5% | -166.2% | -8.5% |
| 3Y | +92.6% | +377.4% | -284.8% | +62.0% |
| All | +92.6% | +355.8% | -263.2% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling