+88.3%
RF vs GH
+361.0%
-272.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | -3.6% | -1.1% | -2.5% | -3.6% |
| 3M | +8.1% | +21.3% | -13.2% | +4.9% |
| 6M | +11.5% | +73.5% | -62.1% | +2.6% |
| YTD | +15.6% | +58.0% | -42.5% | +7.5% |
| 1Y | +15.7% | +163.1% | -147.4% | -0.5% |
| All | +88.3% | +361.0% | -272.7% | +38.9% |
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 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