+49.3%
WM vs GH
+440.6%
-391.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.0% | +10.2% | +1.2% |
| 7D | +4.5% | -17.2% | +21.7% | +4.6% |
| 30D | +16.1% | -10.1% | +26.2% | +16.1% |
| 3M | +8.0% | -6.0% | +14.0% | +8.0% |
| 6M | +8.4% | +71.4% | -63.0% | +7.4% |
| YTD | +11.2% | +50.2% | -39.0% | +10.3% |
| 1Y | +22.3% | +61.4% | -39.1% | +21.2% |
| All | +49.3% | +440.6% | -391.4% | +46.2% |
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