+111.7%
NI vs GH
+45.9%
+65.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.6% | +0.6% |
| 7D | +4.3% | +0.6% | +3.8% | +4.3% |
| 30D | +12.4% | -6.9% | +19.3% | +12.6% |
| 3M | +10.2% | -4.9% | +15.1% | +10.2% |
| 6M | -0.8% | +54.1% | -54.9% | -2.9% |
| YTD | +13.2% | +48.5% | -35.3% | +10.8% |
| 1Y | +10.1% | +61.2% | -51.1% | +7.3% |
| 3Y | +103.1% | +570.3% | -467.2% | +83.8% |
| All | +111.7% | +45.9% | +65.7% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling