+63.6%
O vs GH
+481.7%
-418.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.7% | -0.1% | -0.7% | -0.7% |
| 30D | -1.9% | -1.1% | -0.8% | -1.9% |
| 3M | +3.8% | +21.3% | -17.5% | +1.9% |
| 6M | -4.7% | +73.5% | -78.3% | -9.5% |
| YTD | +12.5% | +58.0% | -45.6% | +7.5% |
| 1Y | +10.8% | +163.1% | -152.2% | +0.8% |
| 3Y | +28.8% | +361.0% | -332.3% | +7.3% |
| 5Y | +13.2% | +22.5% | -9.3% | +3.0% |
| All | +63.6% | +481.7% | -418.1% | +29.7% |
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