+822.0%
WDC vs GH
+598.2%
+223.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.4% | +8.7% | +8.4% |
| 7D | -3.2% | -8.2% | +4.9% | -1.3% |
| 30D | -19.0% | -4.9% | -14.1% | -17.7% |
| 3M | -28.4% | -6.2% | -22.2% | -27.2% |
| 6M | -39.2% | +60.0% | -99.3% | -43.5% |
| YTD | +82.1% | +51.5% | +30.5% | +70.1% |
| 1Y | +84.7% | +58.4% | +26.2% | +71.2% |
| All | +822.0% | +598.2% | +223.8% | +598.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling