+27.4%
WMT vs GH
+80.5%
-53.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.7% | +7.1% | +3.0% |
| 7D | +8.8% | -7.7% | +16.4% | +7.8% |
| 30D | +22.9% | -10.0% | +32.9% | +21.7% |
| 3M | +16.1% | +5.5% | +10.6% | +17.1% |
| 6M | -0.5% | +84.9% | -85.4% | +4.3% |
| YTD | +16.7% | +65.0% | -48.4% | +21.2% |
| 1Y | +27.4% | +71.8% | -44.4% | +33.6% |
| All | +27.4% | +80.5% | -53.1% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling