-12.1%
DOW vs GH
+72.8%
-84.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -2.0% |
| 7D | -1.4% | -2.5% | +1.1% | -1.2% |
| 30D | -3.9% | -4.7% | +0.7% | -3.6% |
| 3M | -12.7% | +20.2% | -32.9% | -14.6% |
| 6M | -13.7% | +78.8% | -92.5% | -19.3% |
| YTD | +28.4% | +54.1% | -25.7% | +21.7% |
| 1Y | +21.8% | +177.1% | -155.3% | +7.2% |
| 3Y | -35.7% | +371.6% | -407.3% | -48.5% |
| 5Y | -36.8% | +21.9% | -58.7% | -42.9% |
| All | -12.1% | +72.8% | -84.8% | -33.3% |
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