+46.0%
WM vs GH
+361.0%
-315.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.2% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -2.4% | -1.1% | -1.3% | -2.4% |
| 3M | +0.4% | +21.3% | -20.9% | +0.1% |
| 6M | -9.5% | +73.5% | -83.0% | -10.3% |
| YTD | +0.5% | +58.0% | -57.5% | -0.3% |
| 1Y | -1.1% | +163.1% | -164.1% | -2.9% |
| All | +46.0% | +361.0% | -315.0% | +44.1% |
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