+125.1%
PM vs GH
+22.3%
+102.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -1.3% | -2.1% | +0.8% | -1.3% |
| 30D | -2.6% | -4.5% | +1.9% | -2.5% |
| 3M | +5.8% | +28.9% | -23.1% | +5.6% |
| 6M | +10.6% | +76.5% | -66.0% | +10.0% |
| YTD | +17.2% | +57.6% | -40.4% | +16.6% |
| 1Y | +17.6% | +167.5% | -149.9% | +16.1% |
| 3Y | +124.3% | +377.4% | -253.2% | +117.0% |
| 5Y | +125.1% | +23.8% | +101.2% | +107.6% |
| All | +125.1% | +22.3% | +102.8% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling