+99.2%
WMT vs GH
+367.9%
-268.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.1% |
| 7D | -2.5% | -1.2% | -1.2% | -2.5% |
| 30D | -6.4% | -3.7% | -2.8% | -6.4% |
| 3M | -12.1% | +21.7% | -33.8% | -12.5% |
| 6M | -15.0% | +75.7% | -90.7% | -16.3% |
| YTD | -4.5% | +55.7% | -60.2% | -5.8% |
| 1Y | +6.2% | +181.1% | -174.9% | +2.0% |
| All | +99.2% | +367.9% | -268.7% | +85.2% |
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