+230.6%
TRV vs GH
+486.6%
-256.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.3% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -2.3% | -2.6% | +0.3% | -2.3% |
| 3M | +22.7% | +25.1% | -2.4% | +21.5% |
| 6M | +21.9% | +78.5% | -56.5% | +18.8% |
| YTD | +27.5% | +59.4% | -31.9% | +24.6% |
| 1Y | +36.2% | +173.9% | -137.6% | +29.8% |
| 3Y | +140.6% | +382.7% | -242.1% | +120.3% |
| 5Y | +154.5% | +24.4% | +130.1% | +147.6% |
| All | +230.6% | +486.6% | -256.0% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling