-48.5%
TE vs GH
+104.5%
-152.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.3% | +10.3% | +10.1% |
| 7D | +18.2% | -2.1% | +20.3% | +19.0% |
| 30D | -13.5% | -4.5% | -9.1% | -12.5% |
| 3M | -44.6% | +28.9% | -73.5% | -49.6% |
| 6M | -24.7% | +76.5% | -101.2% | -38.5% |
| YTD | -24.3% | +57.6% | -81.9% | -36.1% |
| 1Y | +155.6% | +167.5% | -12.0% | +76.1% |
| 3Y | -18.3% | +377.4% | -395.7% | -56.6% |
| 5Y | -41.3% | +23.8% | -65.1% | -65.0% |
| All | -48.5% | +104.5% | -152.9% | -69.5% |
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