+3.3%
RF vs GH
+67.0%
-63.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.0% | +6.9% | -1.5% |
| 7D | -1.6% | -17.2% | +15.6% | -0.5% |
| 30D | +5.0% | -10.1% | +15.1% | +5.6% |
| 3M | -10.0% | -6.0% | -4.0% | -10.0% |
| 6M | +3.3% | +71.4% | -68.1% | -5.3% |
| All | +3.3% | +67.0% | -63.7% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling