-7.0%
TLT vs GH
+56.7%
-63.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.4% |
| 7D | -3.1% | +0.6% | -3.7% | -3.1% |
| 30D | +1.0% | -6.9% | +8.0% | +1.1% |
| 3M | -2.7% | -4.9% | +2.2% | -2.8% |
| 6M | -4.1% | +54.1% | -58.2% | -5.9% |
| YTD | -5.4% | +48.5% | -53.9% | -7.8% |
| 1Y | -7.0% | +61.2% | -68.2% | -9.9% |
| All | -7.0% | +56.7% | -63.7% | -9.9% |
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