+812.1%
BE vs GH
+473.1%
+339.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.1% |
| 7D | +9.7% | -1.2% | +11.0% | +10.3% |
| 30D | +22.4% | -3.7% | +26.1% | +24.0% |
| 3M | +10.4% | +21.7% | -11.3% | +1.4% |
| 6M | +67.9% | +75.7% | -7.9% | +32.1% |
| YTD | +197.5% | +55.7% | +141.8% | +144.1% |
| 1Y | +310.6% | +181.1% | +129.4% | +160.2% |
| 3Y | +1,657.2% | +371.6% | +1,285.6% | +688.6% |
| 5Y | +1,218.2% | +23.2% | +1,195.0% | +823.9% |
| All | +812.1% | +473.1% | +339.0% | +347.0% |
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