+70.2%
EW vs GH
+473.1%
-402.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.0% |
| 7D | -3.4% | -1.2% | -2.1% | -3.2% |
| 30D | -7.4% | -3.7% | -3.7% | -6.9% |
| 3M | +0.9% | +21.7% | -20.8% | -2.7% |
| 6M | +1.2% | +75.7% | -74.6% | -8.7% |
| YTD | +1.8% | +55.7% | -53.9% | -6.6% |
| 1Y | +10.8% | +181.1% | -170.3% | -8.5% |
| 3Y | +17.1% | +371.6% | -354.5% | -16.6% |
| 5Y | -28.2% | +23.2% | -51.4% | -40.3% |
| All | +70.2% | +473.1% | -402.9% | +4.4% |
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