+280.2%
NDAQ vs GH
+481.7%
-201.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -2.4% | -0.1% | -2.4% | -2.5% |
| 30D | +2.5% | -1.1% | +3.5% | +2.5% |
| 3M | +9.9% | +21.3% | -11.4% | +7.0% |
| 6M | +9.4% | +73.5% | -64.1% | +1.5% |
| YTD | +0.4% | +58.0% | -57.6% | -6.0% |
| 1Y | +4.0% | +163.1% | -159.0% | -9.1% |
| 3Y | +94.4% | +361.0% | -266.7% | +51.6% |
| 5Y | +56.7% | +22.5% | +34.2% | +35.2% |
| All | +280.2% | +481.7% | -201.5% | +182.4% |
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