+20.7%
XYZ vs GH
+80.5%
-59.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.7% | +19.0% | +15.9% |
| 7D | +16.5% | -7.7% | +24.2% | +18.1% |
| 30D | +15.0% | -10.0% | +24.9% | +16.9% |
| 3M | +3.5% | +5.5% | -2.0% | +1.3% |
| 6M | +21.9% | +84.9% | -63.0% | +1.2% |
| YTD | +34.6% | +65.0% | -30.4% | +12.6% |
| 1Y | +20.7% | +71.8% | -51.0% | -1.7% |
| All | +20.7% | +80.5% | -59.8% | -1.7% |
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