-2.4%
U vs GH
+172.3%
-174.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.9% |
| 7D | 0.0% | -1.2% | +1.2% | +0.1% |
| 30D | -4.1% | -3.7% | -0.4% | -3.8% |
| 3M | +57.8% | +21.7% | +36.1% | +54.0% |
| 6M | +103.5% | +75.7% | +27.8% | +92.1% |
| YTD | -4.8% | +55.7% | -60.5% | -9.4% |
| 1Y | -2.4% | +181.1% | -183.5% | +7.6% |
| All | -2.4% | +172.3% | -174.7% | +7.6% |
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 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