+240.4%
TPR vs GH
+23.4%
+217.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -23.0% | -1.1% | -21.9% | -22.9% |
| 3M | -12.5% | +21.3% | -33.8% | -15.8% |
| 6M | -21.4% | +73.5% | -95.0% | -29.3% |
| YTD | -3.5% | +58.0% | -61.5% | -12.1% |
| 1Y | +17.4% | +163.1% | -145.7% | -3.7% |
| 3Y | +291.3% | +361.0% | -69.8% | +171.1% |
| All | +240.4% | +23.4% | +217.0% | +136.6% |
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