+135.0%
CME vs GH
+458.1%
-323.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.7% | +0.9% | +1.8% | +2.6% |
| 30D | +13.5% | -4.5% | +17.9% | +13.6% |
| 3M | +20.9% | -6.2% | +27.1% | +21.0% |
| 6M | +11.5% | +55.0% | -43.4% | +8.9% |
| YTD | +19.5% | +51.6% | -32.1% | +16.5% |
| 1Y | +17.2% | +58.3% | -41.1% | +14.0% |
| 3Y | +65.1% | +617.6% | -552.5% | +43.1% |
| 5Y | +73.1% | +49.2% | +23.9% | +62.4% |
| All | +135.0% | +458.1% | -323.1% | +98.1% |
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