-62.1%
W vs GH
+22.3%
-84.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +6.5% | -2.1% | +8.6% | +7.5% |
| 30D | -6.2% | -4.5% | -1.8% | -4.6% |
| 3M | +48.9% | +28.9% | +20.0% | +29.9% |
| 6M | +31.2% | +76.5% | -45.3% | -2.6% |
| YTD | -0.4% | +57.6% | -58.0% | -22.0% |
| 1Y | +14.8% | +167.5% | -152.7% | -33.3% |
| 3Y | +40.5% | +377.4% | -336.9% | -46.9% |
| 5Y | -62.1% | +23.8% | -86.0% | -77.4% |
| All | -62.1% | +22.3% | -84.4% | -77.4% |
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