+1,714.7%
PLTR vs GH
+39.6%
+1,675.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | +0.4% | -8.2% | +8.6% | +3.7% |
| 30D | -17.5% | -4.9% | -12.6% | -15.9% |
| 3M | -1.5% | -6.2% | +4.8% | +0.1% |
| 6M | +25.9% | +60.0% | -34.1% | +3.0% |
| YTD | -3.0% | +51.5% | -54.5% | -19.7% |
| 1Y | -9.7% | +58.4% | -68.1% | -26.8% |
| 3Y | +776.5% | +617.2% | +159.2% | +223.2% |
| 5Y | +649.9% | +47.0% | +602.9% | +397.8% |
| All | +1,714.7% | +39.6% | +1,675.1% | +1,156.2% |
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 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