+110.3%
RF vs GH
+452.9%
-342.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.0% | +6.9% | -1.0% |
| 7D | -1.6% | -17.2% | +15.6% | +0.6% |
| 30D | +5.0% | -10.1% | +15.1% | +6.3% |
| 3M | -10.0% | -6.0% | -4.0% | -9.7% |
| 6M | +3.3% | +71.4% | -68.1% | -4.4% |
| YTD | +7.9% | +50.2% | -42.3% | +1.0% |
| 1Y | +21.2% | +61.4% | -40.2% | +12.3% |
| 3Y | +105.8% | +435.2% | -329.3% | +55.5% |
| 5Y | +43.7% | +39.2% | +4.5% | +20.4% |
| All | +110.3% | +452.9% | -342.6% | +49.8% |
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