+114.8%
ALL vs GH
+22.3%
+92.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -1.7% | -2.1% | +0.4% | -1.7% |
| 30D | -4.7% | -4.5% | -0.2% | -4.6% |
| 3M | +18.4% | +28.9% | -10.5% | +17.4% |
| 6M | +20.5% | +76.5% | -56.0% | +18.3% |
| YTD | +23.5% | +57.6% | -34.1% | +21.5% |
| 1Y | +29.0% | +167.5% | -138.6% | +24.5% |
| 3Y | +153.7% | +377.4% | -223.7% | +136.8% |
| 5Y | +114.8% | +23.8% | +91.0% | +98.9% |
| All | +114.8% | +22.3% | +92.5% | +98.9% |
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