+572.2%
PBR vs GH
+21.3%
+551.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.2% |
| 7D | +4.2% | -1.2% | +5.5% | +4.3% |
| 30D | +22.7% | -3.7% | +26.4% | +22.8% |
| 3M | +21.5% | +21.7% | -0.2% | +21.0% |
| 6M | +24.0% | +75.7% | -51.7% | +22.5% |
| YTD | +88.2% | +55.7% | +32.5% | +86.4% |
| 1Y | +74.8% | +181.1% | -106.3% | +70.0% |
| 3Y | +105.1% | +371.6% | -266.5% | +94.0% |
| 5Y | +572.2% | +23.2% | +549.1% | +487.5% |
| All | +572.2% | +21.3% | +551.0% | +487.5% |
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