+146.2%
C vs GH
+480.1%
-333.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +3.2% | -2.1% | +5.3% | +3.4% |
| 30D | +1.3% | -4.5% | +5.7% | +1.8% |
| 3M | +3.1% | +28.9% | -25.8% | -0.4% |
| 6M | +29.6% | +76.5% | -46.9% | +20.0% |
| YTD | +19.0% | +57.6% | -38.7% | +11.5% |
| 1Y | +45.6% | +167.5% | -121.9% | +27.3% |
| 3Y | +269.3% | +377.4% | -108.1% | +189.5% |
| 5Y | +131.6% | +23.8% | +107.7% | +100.3% |
| All | +146.2% | +480.1% | -333.9% | +77.9% |
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