+11.9%
U vs GH
+378.9%
-367.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +4.4% | -0.2% | +4.5% | +4.4% |
| 30D | -1.3% | -2.6% | +1.4% | -0.9% |
| 3M | +49.6% | +25.1% | +24.5% | +40.7% |
| 6M | +100.2% | +78.5% | +21.7% | +71.6% |
| YTD | -3.7% | +59.4% | -63.1% | -15.6% |
| 1Y | -6.5% | +173.9% | -180.4% | -29.9% |
| All | +11.9% | +378.9% | -367.0% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling