+130.7%
WFC vs GH
+355.8%
-225.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | +1.1% | -2.1% | +3.1% | +1.3% |
| 30D | +0.8% | -4.5% | +5.3% | +1.2% |
| 3M | +9.3% | +28.9% | -19.6% | +6.2% |
| 6M | +10.6% | +76.5% | -65.9% | +3.7% |
| YTD | -4.1% | +57.6% | -61.7% | -9.2% |
| 1Y | +13.6% | +167.5% | -154.0% | +1.2% |
| 3Y | +130.7% | +377.4% | -246.7% | +88.9% |
| All | +130.7% | +355.8% | -225.0% | +88.9% |
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