+52.2%
TEM vs GH
+420.9%
-368.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.8% | -5.4% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | +11.3% | -2.6% | +13.9% | +13.8% |
| 3M | +25.5% | +25.1% | +0.4% | +9.1% |
| 6M | +17.1% | +78.5% | -61.4% | -20.6% |
| YTD | +3.8% | +59.4% | -55.6% | -25.0% |
| 1Y | -24.4% | +173.9% | -198.2% | -65.3% |
| All | +52.2% | +420.9% | -368.6% | -59.7% |
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