+47.4%
TER vs GH
+56.7%
-9.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.3% | -4.7% |
| 7D | +14.4% | +0.6% | +13.8% | +14.3% |
| 30D | -30.6% | -6.9% | -23.6% | -28.4% |
| 3M | -39.2% | -4.9% | -34.3% | -37.7% |
| 6M | -31.3% | +54.1% | -85.3% | -38.3% |
| YTD | +29.1% | +48.5% | -19.4% | +14.0% |
| 1Y | +47.4% | +61.2% | -13.7% | +28.2% |
| All | +47.4% | +56.7% | -9.2% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling