+114.0%
NI vs GH
+481.7%
-367.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | -3.5% | -1.1% | -2.5% | -3.5% |
| 3M | -9.1% | +21.3% | -30.4% | -10.4% |
| 6M | -11.8% | +73.5% | -85.4% | -15.1% |
| YTD | +1.1% | +58.0% | -56.9% | -2.2% |
| 1Y | +6.7% | +163.1% | -156.4% | -0.3% |
| 3Y | +71.1% | +361.0% | -290.0% | +50.9% |
| 5Y | +94.3% | +22.5% | +71.8% | +82.2% |
| All | +114.0% | +481.7% | -367.7% | +78.7% |
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