-12.4%
XYZ vs GH
+481.7%
-494.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | -1.0% | -0.1% | -0.9% | -1.1% |
| 30D | -1.7% | -1.1% | -0.6% | -1.8% |
| 3M | +16.7% | +21.3% | -4.6% | +7.0% |
| 6M | +26.9% | +73.5% | -46.7% | +0.5% |
| YTD | +27.1% | +58.0% | -30.9% | +3.5% |
| 1Y | +9.3% | +163.1% | -153.8% | -29.2% |
| 3Y | +42.3% | +361.0% | -318.8% | -35.3% |
| 5Y | -69.3% | +22.5% | -91.9% | -78.5% |
| All | -12.4% | +481.7% | -494.1% | -62.7% |
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 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