+31.1%
USB vs GH
+57.4%
-26.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +1.2% | +0.9% | +0.3% | +1.1% |
| 30D | +6.3% | -4.5% | +10.8% | +6.6% |
| 3M | -6.1% | -6.2% | +0.1% | -5.9% |
| 6M | +13.0% | +55.0% | -42.0% | +5.5% |
| YTD | +16.6% | +51.6% | -35.1% | +9.3% |
| 1Y | +31.1% | +58.3% | -27.2% | +22.5% |
| All | +31.1% | +57.4% | -26.3% | +22.5% |
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 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