+122.5%
PM vs GH
+379.5%
-257.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | -3.4% | -1.1% | -2.3% | -3.4% |
| 3M | +5.2% | +21.3% | -16.1% | +5.3% |
| 6M | +3.7% | +73.5% | -69.8% | +4.0% |
| YTD | +15.8% | +58.0% | -42.3% | +16.0% |
| 1Y | +17.4% | +163.1% | -145.7% | +16.8% |
| All | +122.5% | +379.5% | -257.0% | +123.4% |
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