+13.7%
O vs GH
+22.3%
-8.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -0.6% | -2.1% | +1.5% | -0.4% |
| 30D | -2.0% | -4.5% | +2.5% | -1.8% |
| 3M | +3.0% | +28.9% | -25.9% | +1.4% |
| 6M | -3.6% | +76.5% | -80.2% | -7.1% |
| YTD | +12.1% | +57.6% | -45.6% | +8.5% |
| 1Y | +8.9% | +167.5% | -158.7% | +1.6% |
| 3Y | +30.3% | +377.4% | -347.1% | +13.5% |
| 5Y | +13.7% | +23.8% | -10.1% | -0.5% |
| All | +13.7% | +22.3% | -8.6% | -0.5% |
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