+124.8%
C vs GH
+457.8%
-332.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | -0.4% | -8.2% | +7.8% | +0.6% |
| 30D | -5.3% | -4.9% | -0.4% | -4.8% |
| 3M | -8.0% | -6.2% | -1.8% | -7.6% |
| 6M | -0.3% | +60.0% | -60.3% | -6.6% |
| YTD | +8.6% | +51.5% | -42.9% | +2.0% |
| 1Y | +25.8% | +58.4% | -32.6% | +17.4% |
| 3Y | +221.2% | +617.2% | -396.1% | +139.8% |
| 5Y | +113.6% | +47.0% | +66.5% | +80.9% |
| All | +124.8% | +457.8% | -332.9% | +62.8% |
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