+7.8%
WBD vs GH
+21.3%
-13.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.5% |
| 7D | -0.6% | -1.2% | +0.6% | -0.3% |
| 30D | +4.2% | -3.7% | +7.8% | +4.8% |
| 3M | +7.5% | +21.7% | -14.2% | +2.2% |
| 6M | +1.6% | +75.7% | -74.2% | -12.0% |
| YTD | -2.2% | +55.7% | -57.8% | -13.4% |
| 1Y | +124.9% | +181.1% | -56.2% | +69.5% |
| 3Y | +149.1% | +371.6% | -222.5% | +52.6% |
| 5Y | +7.8% | +23.2% | -15.4% | -30.8% |
| All | +7.8% | +21.3% | -13.4% | -30.8% |
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