+68.2%
BBY vs GH
+467.1%
-398.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.2% |
| 7D | +0.6% | -2.5% | +3.1% | +0.9% |
| 30D | +9.4% | -4.7% | +14.1% | +10.0% |
| 3M | +19.3% | +20.2% | -0.9% | +15.7% |
| 6M | +47.9% | +78.8% | -30.9% | +35.0% |
| YTD | +39.6% | +54.1% | -14.5% | +29.7% |
| 1Y | +22.2% | +177.1% | -154.9% | +3.4% |
| 3Y | +45.0% | +371.6% | -326.6% | +8.1% |
| 5Y | +2.6% | +21.9% | -19.3% | -12.9% |
| All | +68.2% | +467.1% | -398.9% | +7.0% |
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