-9.5%
XYZ vs GH
+443.7%
-453.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.3% |
| 7D | +12.1% | -15.6% | +27.8% | +18.8% |
| 30D | +12.4% | -10.4% | +22.7% | +16.2% |
| 3M | +8.2% | -4.3% | +12.4% | +8.0% |
| 6M | +20.7% | +63.5% | -42.9% | -2.9% |
| YTD | +31.3% | +47.7% | -16.4% | +8.3% |
| 1Y | +20.5% | +56.7% | -36.2% | -3.1% |
| 3Y | +72.6% | +443.9% | -371.3% | -28.1% |
| 5Y | -64.0% | +36.9% | -100.9% | -75.9% |
| All | -9.5% | +443.7% | -453.2% | -61.0% |
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