+203.4%
WM vs GH
+443.7%
-240.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.0% |
| 7D | +1.2% | -15.6% | +16.8% | +1.8% |
| 30D | +13.1% | -10.4% | +23.4% | +13.5% |
| 3M | +3.6% | -4.3% | +7.9% | +3.6% |
| 6M | +8.1% | +63.5% | -55.5% | +5.5% |
| YTD | +8.9% | +47.7% | -38.8% | +6.5% |
| 1Y | +20.3% | +56.7% | -36.4% | +17.3% |
| 3Y | +46.2% | +443.9% | -397.7% | +32.4% |
| 5Y | +59.9% | +36.9% | +23.0% | +52.3% |
| All | +203.4% | +443.7% | -240.3% | +163.6% |
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