+245.2%
PM vs GH
+472.2%
-227.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.2% | -7.7% | -2.6% |
| 7D | -7.3% | -7.0% | -0.3% | -7.1% |
| 30D | -4.0% | -5.2% | +1.2% | -3.9% |
| 3M | +2.7% | -5.8% | +8.5% | +2.8% |
| 6M | +14.9% | +65.9% | -51.1% | +12.7% |
| YTD | +23.5% | +55.5% | -31.9% | +21.2% |
| 1Y | +30.4% | +64.2% | -33.8% | +27.6% |
| 3Y | +143.2% | +606.0% | -462.8% | +119.7% |
| 5Y | +159.5% | +47.3% | +112.2% | +149.3% |
| All | +245.2% | +472.2% | -227.1% | +207.0% |
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