+119.5%
RF vs GH
+584.3%
-464.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.3% | +1.5% |
| 7D | +1.9% | +0.6% | +1.4% | +1.9% |
| 30D | +7.3% | -6.9% | +14.3% | +8.1% |
| 3M | -7.9% | -4.9% | -3.0% | -7.8% |
| 6M | +10.5% | +54.1% | -43.5% | +3.5% |
| YTD | +9.6% | +48.5% | -38.9% | +2.6% |
| 1Y | +20.3% | +61.2% | -40.9% | +11.3% |
| 3Y | +119.5% | +570.3% | -450.8% | +57.2% |
| All | +119.5% | +584.3% | -464.7% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling