+11.6%
W vs GH
+172.3%
-160.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.0% |
| 7D | +0.5% | -1.2% | +1.7% | +0.9% |
| 30D | -5.6% | -3.7% | -1.9% | -4.8% |
| 3M | +41.9% | +21.7% | +20.2% | +32.3% |
| 6M | +30.2% | +75.7% | -45.5% | +9.4% |
| YTD | -2.9% | +55.7% | -58.6% | -15.8% |
| 1Y | +11.6% | +181.1% | -169.5% | -10.1% |
| All | +11.6% | +172.3% | -160.7% | -10.1% |
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