+57.3%
USB vs GH
+507.5%
-450.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +2.3% |
| 7D | +2.4% | -7.7% | +10.1% | +3.2% |
| 30D | +6.6% | -10.0% | +16.5% | +7.5% |
| 3M | -4.1% | +5.5% | -9.6% | -4.9% |
| 6M | +12.5% | +84.9% | -72.4% | +5.0% |
| YTD | +17.6% | +65.0% | -47.4% | +10.7% |
| 1Y | +36.5% | +71.8% | -35.3% | +27.8% |
| 3Y | +95.4% | +488.0% | -392.6% | +56.4% |
| 5Y | +26.1% | +46.8% | -20.7% | +8.2% |
| All | +57.3% | +507.5% | -450.2% | +19.4% |
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