+434.3%
PBR vs GH
+480.1%
-45.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.5% |
| 7D | +2.5% | -2.1% | +4.5% | +2.6% |
| 30D | +19.4% | -4.5% | +23.8% | +19.7% |
| 3M | +20.8% | +28.9% | -8.1% | +18.2% |
| 6M | +23.5% | +76.5% | -53.0% | +17.5% |
| YTD | +83.4% | +57.6% | +25.8% | +75.7% |
| 1Y | +77.6% | +167.5% | -90.0% | +61.9% |
| 3Y | +99.9% | +377.4% | -277.6% | +67.4% |
| 5Y | +567.7% | +23.8% | +543.9% | +525.2% |
| All | +434.3% | +480.1% | -45.8% | +289.9% |
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