+119.8%
NDAQ vs GH
+598.2%
-478.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.6% |
| 7D | +2.9% | -11.2% | +14.1% | +3.8% |
| 30D | +17.5% | -7.2% | +24.7% | +18.0% |
| 3M | +15.4% | -7.1% | +22.5% | +15.8% |
| 6M | +24.6% | +62.3% | -37.7% | +18.3% |
| YTD | +14.4% | +52.1% | -37.7% | +8.9% |
| 1Y | +26.9% | +58.6% | -31.7% | +20.2% |
| 3Y | +119.8% | +619.9% | -500.1% | +79.4% |
| All | +119.8% | +598.2% | -478.4% | +79.4% |
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 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