-16.7%
TOST vs GH
+167.7%
-184.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | -3.4% | -0.1% | -3.4% | -3.4% |
| 30D | -2.4% | -1.1% | -1.4% | -2.4% |
| 3M | +34.6% | +21.3% | +13.3% | +31.8% |
| 6M | +15.2% | +73.5% | -58.3% | +9.4% |
| YTD | -4.4% | +58.0% | -62.4% | -8.4% |
| All | -16.7% | +167.7% | -184.4% | -19.2% |
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