+143.2%
PM vs GH
+567.5%
-424.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.2% | -7.7% | -2.3% |
| 7D | -7.3% | -7.0% | -0.3% | -7.4% |
| 30D | -4.0% | -5.2% | +1.2% | -4.1% |
| 3M | +2.7% | -5.8% | +8.5% | +2.7% |
| 6M | +14.9% | +65.9% | -51.1% | +15.7% |
| YTD | +23.5% | +55.5% | -31.9% | +24.4% |
| 1Y | +30.4% | +64.2% | -33.8% | +31.3% |
| 3Y | +143.2% | +606.0% | -462.8% | +142.7% |
| All | +143.2% | +567.5% | -424.2% | +142.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling