+98.5%
EXC vs GH
+446.7%
-348.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.5% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | +8.6% | -6.9% | +15.5% | +8.9% |
| 3M | +2.4% | -4.9% | +7.3% | +2.4% |
| 6M | +6.5% | +54.1% | -47.6% | +3.5% |
| YTD | +9.0% | +48.5% | -39.5% | +5.9% |
| 1Y | +4.6% | +61.2% | -56.6% | +1.0% |
| 3Y | +33.5% | +570.3% | -536.9% | +14.7% |
| 5Y | +41.4% | +46.1% | -4.7% | +31.7% |
| All | +98.5% | +446.7% | -348.2% | +74.9% |
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