+609.9%
TER vs GH
+472.2%
+137.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.2% | +7.5% | +11.6% |
| 7D | -5.8% | -7.0% | +1.2% | -3.9% |
| 30D | -38.9% | -5.2% | -33.7% | -37.9% |
| 3M | -35.1% | -5.8% | -29.4% | -34.3% |
| 6M | -31.6% | +65.9% | -97.5% | -39.1% |
| YTD | +27.2% | +55.5% | -28.2% | +14.0% |
| 1Y | +35.2% | +64.2% | -29.0% | +19.6% |
| 3Y | +192.8% | +606.0% | -413.2% | +73.6% |
| 5Y | +72.4% | +47.3% | +25.1% | +31.9% |
| All | +609.9% | +472.2% | +137.7% | +337.2% |
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 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