+55.2%
T vs GH
+46.0%
+9.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.6% |
| 7D | +2.6% | -11.2% | +13.8% | +2.6% |
| 30D | -1.1% | -7.2% | +6.2% | -1.1% |
| 3M | -7.7% | -7.1% | -0.6% | -7.8% |
| 6M | -10.6% | +62.3% | -73.0% | -11.3% |
| YTD | -7.5% | +52.1% | -59.6% | -8.1% |
| 1Y | -7.4% | +58.6% | -66.1% | -8.2% |
| 3Y | +63.1% | +619.9% | -556.8% | +54.1% |
| 5Y | +55.2% | +49.7% | +5.5% | +44.4% |
| All | +55.2% | +46.0% | +9.2% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling