+234.9%
TPR vs GH
+45.9%
+189.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | +0.2% |
| 7D | -0.3% | +0.6% | -0.8% | -0.4% |
| 30D | +15.1% | -6.9% | +22.0% | +16.0% |
| 3M | +3.5% | -4.9% | +8.4% | +3.5% |
| 6M | +0.4% | +54.1% | -53.6% | -8.2% |
| YTD | +4.6% | +48.5% | -43.9% | -4.6% |
| 1Y | +33.1% | +61.2% | -28.1% | +19.5% |
| 3Y | +396.0% | +570.3% | -174.4% | +213.2% |
| All | +234.9% | +45.9% | +189.0% | +133.8% |
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