+1,684.5%
PLTR vs GH
+46.9%
+1,637.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -3.3% | -2.6% | -0.6% | -2.6% |
| 3M | +28.4% | +25.1% | +3.3% | +16.8% |
| 6M | +8.4% | +78.5% | -70.1% | -15.0% |
| YTD | -4.6% | +59.4% | -64.0% | -22.1% |
| 1Y | +4.4% | +173.9% | -169.4% | -32.7% |
| 3Y | +1,020.5% | +382.7% | +637.7% | +402.0% |
| 5Y | +548.8% | +24.4% | +524.4% | +359.6% |
| All | +1,684.5% | +46.9% | +1,637.7% | +1,118.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling