+1,668.3%
PLTR vs GH
+36.9%
+1,631.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.3% |
| 7D | +4.7% | +0.6% | +4.2% | +4.6% |
| 30D | -16.4% | -6.9% | -9.5% | -14.1% |
| 3M | -6.2% | -4.9% | -1.2% | -5.1% |
| 6M | +29.2% | +54.1% | -24.9% | +7.2% |
| YTD | -5.5% | +48.5% | -54.0% | -21.2% |
| 1Y | -2.4% | +61.2% | -63.6% | -21.4% |
| 3Y | +752.3% | +570.3% | +182.0% | +224.3% |
| 5Y | +635.8% | +46.1% | +589.7% | +389.3% |
| All | +1,668.3% | +36.9% | +1,631.5% | +1,133.2% |
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