-53.4%
W vs GH
+43.1%
-96.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.2% | -0.7% | +2.1% |
| 7D | +3.3% | -7.0% | +10.3% | +6.7% |
| 30D | +10.5% | -5.2% | +15.7% | +13.0% |
| 3M | +9.6% | -5.8% | +15.4% | +11.4% |
| 6M | +76.4% | +65.9% | +10.5% | +34.7% |
| YTD | +16.4% | +55.5% | -39.1% | -9.3% |
| 1Y | +9.3% | +64.2% | -54.8% | -17.4% |
| 3Y | +172.8% | +606.0% | -433.2% | -20.5% |
| 5Y | -53.4% | +47.3% | -100.7% | -70.4% |
| All | -53.4% | +43.1% | -96.4% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling