+2,201.4%
DELL vs GH
+467.1%
+1,734.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.0% | +13.0% | +12.1% |
| 7D | +8.2% | -2.5% | +10.7% | +8.6% |
| 30D | +17.1% | -4.7% | +21.8% | +17.7% |
| 3M | +45.2% | +20.2% | +24.9% | +41.4% |
| 6M | +286.8% | +78.8% | +208.0% | +257.1% |
| YTD | +354.8% | +54.1% | +300.7% | +326.2% |
| 1Y | +358.3% | +177.1% | +181.2% | +295.9% |
| 3Y | +724.9% | +371.6% | +353.3% | +543.9% |
| 5Y | +1,193.7% | +21.9% | +1,171.8% | +1,028.4% |
| All | +2,201.4% | +467.1% | +1,734.2% | +1,500.1% |
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