+61.8%
USB vs GH
+481.7%
-419.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -1.3% | -1.1% | -0.2% | -1.3% |
| 3M | +15.2% | +21.3% | -6.1% | +12.7% |
| 6M | +18.8% | +73.5% | -54.7% | +11.6% |
| YTD | +21.0% | +58.0% | -37.0% | +14.6% |
| 1Y | +34.0% | +163.1% | -129.0% | +19.9% |
| 3Y | +95.3% | +361.0% | -265.7% | +59.9% |
| 5Y | +40.4% | +22.5% | +17.8% | +22.3% |
| All | +61.8% | +481.7% | -419.9% | +23.7% |
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