+10.2%
O vs GH
+48.9%
-38.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +0.6% | -8.2% | +8.8% | +1.0% |
| 30D | +9.4% | -4.9% | +14.3% | +9.6% |
| 3M | -2.4% | -6.2% | +3.9% | -2.3% |
| 6M | -1.9% | +60.0% | -61.9% | -5.0% |
| YTD | +10.5% | +51.5% | -41.1% | +6.9% |
| 1Y | +10.0% | +58.4% | -48.4% | +6.1% |
| 3Y | +40.5% | +617.2% | -576.8% | +17.4% |
| 5Y | +10.2% | +47.0% | -36.8% | +0.8% |
| All | +10.2% | +48.9% | -38.7% | +0.8% |
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