+484.0%
PH vs GH
+481.7%
+2.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -3.2% | -1.1% | -2.2% | -3.3% |
| 3M | +10.6% | +21.3% | -10.7% | +7.5% |
| 6M | -2.1% | +73.5% | -75.7% | -9.5% |
| YTD | +10.2% | +58.0% | -47.8% | +2.8% |
| 1Y | +28.2% | +163.1% | -134.8% | +11.3% |
| 3Y | +134.9% | +361.0% | -226.2% | +82.7% |
| 5Y | +253.6% | +22.5% | +231.1% | +207.2% |
| All | +484.0% | +481.7% | +2.3% | +297.2% |
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