+13.1%
BSX vs GH
+467.1%
-454.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.2% |
| 7D | -10.1% | -2.5% | -7.6% | -9.8% |
| 30D | -16.4% | -4.7% | -11.7% | -16.0% |
| 3M | -8.9% | +20.2% | -29.1% | -11.1% |
| 6M | -38.3% | +78.8% | -117.1% | -42.8% |
| YTD | -54.9% | +54.1% | -109.0% | -57.6% |
| 1Y | -58.8% | +177.1% | -235.9% | -64.1% |
| 3Y | -21.2% | +371.6% | -392.8% | -38.1% |
| 5Y | -3.3% | +21.9% | -25.2% | -14.3% |
| All | +13.1% | +467.1% | -454.0% | -27.0% |
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