+223.5%
PM vs GH
+481.7%
-258.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.4% |
| 6M | +3.7% | +73.5% | -69.8% | +1.6% |
| YTD | +15.8% | +58.0% | -42.3% | +13.6% |
| 1Y | +17.4% | +163.1% | -145.7% | +12.6% |
| 3Y | +116.9% | +361.0% | -244.1% | +100.0% |
| 5Y | +117.3% | +22.5% | +94.8% | +111.4% |
| All | +223.5% | +481.7% | -258.2% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling