+356.8%
B vs GH
+480.1%
-123.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +2.3% | -2.1% | +4.4% | +2.5% |
| 30D | +1.4% | -4.5% | +5.8% | +1.6% |
| 3M | +12.2% | +28.9% | -16.7% | +10.1% |
| 6M | -2.1% | +76.5% | -78.6% | -6.1% |
| YTD | +2.9% | +57.6% | -54.7% | -0.7% |
| 1Y | +55.3% | +167.5% | -112.2% | +44.8% |
| 3Y | +198.7% | +377.4% | -178.7% | +164.4% |
| 5Y | +153.8% | +23.8% | +129.9% | +132.5% |
| All | +356.8% | +480.1% | -123.3% | +315.0% |
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 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