-1.1%
TLT vs GH
+355.8%
-356.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.4% | -2.1% | +2.5% | +0.5% |
| 30D | -0.3% | -4.5% | +4.2% | -0.2% |
| 3M | -1.7% | +28.9% | -30.6% | -2.4% |
| 6M | -4.9% | +76.5% | -81.4% | -6.4% |
| YTD | -2.8% | +57.6% | -60.4% | -4.1% |
| 1Y | -4.2% | +167.5% | -171.7% | -6.8% |
| 3Y | -1.1% | +377.4% | -378.5% | -6.7% |
| All | -1.1% | +355.8% | -356.9% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling