+0.1%
DOW vs GH
+66.5%
-66.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.1% |
| 7D | +5.2% | +0.6% | +4.7% | +5.1% |
| 30D | +13.2% | -6.9% | +20.1% | +13.8% |
| 3M | +10.1% | -4.9% | +15.0% | +10.4% |
| 6M | -13.1% | +54.1% | -67.1% | -17.4% |
| YTD | +46.1% | +48.5% | -2.4% | +38.7% |
| 1Y | +50.0% | +61.2% | -11.1% | +41.0% |
| 3Y | -20.2% | +570.3% | -590.6% | -38.7% |
| 5Y | -27.7% | +46.1% | -73.8% | -36.5% |
| All | +0.1% | +66.5% | -66.4% | -24.0% |
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