-27.7%
TOST vs GH
+45.9%
-73.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.1% |
| 7D | 0.0% | +0.6% | -0.5% | -0.2% |
| 30D | +16.2% | -6.9% | +23.1% | +18.1% |
| 3M | -1.5% | -4.9% | +3.4% | -1.3% |
| 6M | +55.3% | +54.1% | +1.2% | +29.5% |
| YTD | -2.3% | +48.5% | -50.9% | -18.6% |
| 1Y | -5.5% | +61.2% | -66.7% | -23.9% |
| 3Y | +151.1% | +570.3% | -419.2% | -5.4% |
| All | -27.7% | +45.9% | -73.6% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling