-15.8%
WBD vs GH
+486.6%
-502.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.9% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | +3.9% | -2.6% | +6.5% | +4.2% |
| 3M | +5.1% | +25.1% | -20.0% | +0.8% |
| 6M | +0.6% | +78.5% | -77.9% | -9.6% |
| YTD | -3.2% | +59.4% | -62.5% | -11.7% |
| 1Y | +127.7% | +173.9% | -46.2% | +86.9% |
| 3Y | +146.6% | +382.7% | -236.2% | +74.6% |
| 5Y | +4.2% | +24.4% | -20.2% | -21.1% |
| All | -15.8% | +486.6% | -502.4% | -40.4% |
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