+206.5%
ALL vs GH
+486.6%
-280.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -5.6% | -2.6% | -2.9% | -5.5% |
| 3M | +17.2% | +25.1% | -7.9% | +15.8% |
| 6M | +23.2% | +78.5% | -55.2% | +19.4% |
| YTD | +23.6% | +59.4% | -35.8% | +20.2% |
| 1Y | +29.2% | +173.9% | -144.7% | +21.9% |
| 3Y | +153.8% | +382.7% | -228.9% | +127.7% |
| 5Y | +116.1% | +24.4% | +91.7% | +105.3% |
| All | +206.5% | +486.6% | -280.1% | +157.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling