+367.0%
PSX vs GH
+21.3%
+345.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | +1.5% | -1.2% | +2.8% | +1.6% |
| 30D | +15.8% | -3.7% | +19.5% | +16.0% |
| 3M | +43.0% | +21.7% | +21.3% | +41.2% |
| 6M | +61.1% | +75.7% | -14.7% | +55.4% |
| YTD | +104.5% | +55.7% | +48.8% | +98.4% |
| 1Y | +102.5% | +181.1% | -78.6% | +88.2% |
| 3Y | +133.5% | +371.6% | -238.1% | +105.7% |
| 5Y | +367.0% | +23.2% | +343.8% | +300.9% |
| All | +367.0% | +21.3% | +345.7% | +300.9% |
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