+125.2%
RF vs GH
+481.7%
-356.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 6M | +11.5% | +73.5% | -62.1% | +3.0% |
| YTD | +15.6% | +58.0% | -42.5% | +7.8% |
| 1Y | +15.7% | +163.1% | -147.4% | +0.3% |
| 3Y | +86.9% | +361.0% | -274.2% | +44.1% |
| 5Y | +89.8% | +22.5% | +67.3% | +61.6% |
| All | +125.2% | +481.7% | -356.4% | +60.0% |
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