-63.7%
XYZ vs GH
+45.9%
-109.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.9% | +3.6% |
| 7D | -1.1% | +0.6% | -1.6% | -1.3% |
| 30D | +11.5% | -6.9% | +18.4% | +13.8% |
| 3M | +1.8% | -4.9% | +6.7% | +2.1% |
| 6M | +21.2% | +54.1% | -32.8% | -1.0% |
| YTD | +29.9% | +48.5% | -18.6% | +6.1% |
| 1Y | +35.8% | +61.2% | -25.4% | +7.1% |
| 3Y | +62.6% | +570.3% | -507.8% | -42.8% |
| All | -63.7% | +45.9% | -109.6% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling