+196.1%
PSX vs GH
+481.7%
-285.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.2% |
| 7D | +4.5% | -0.1% | +4.6% | +4.5% |
| 30D | +26.6% | -1.1% | +27.7% | +26.6% |
| 3M | +39.3% | +21.3% | +18.0% | +36.9% |
| 6M | +56.8% | +73.5% | -16.7% | +49.3% |
| YTD | +101.8% | +58.0% | +43.8% | +93.2% |
| 1Y | +99.6% | +163.1% | -63.4% | +82.1% |
| 3Y | +140.3% | +361.0% | -220.7% | +103.2% |
| 5Y | +339.3% | +22.5% | +316.8% | +302.4% |
| All | +196.1% | +481.7% | -285.5% | +121.0% |
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