+95.7%
EXC vs GH
+457.8%
-362.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -1.4% | -8.2% | +6.8% | -1.0% |
| 30D | +8.3% | -4.9% | +13.2% | +8.5% |
| 3M | +2.6% | -6.2% | +8.9% | +2.7% |
| 6M | +5.2% | +60.0% | -54.9% | +2.0% |
| YTD | +7.5% | +51.5% | -44.0% | +4.3% |
| 1Y | +3.2% | +58.4% | -55.2% | -0.2% |
| 3Y | +29.5% | +617.2% | -587.7% | +10.8% |
| 5Y | +39.7% | +47.0% | -7.4% | +30.1% |
| All | +95.7% | +457.8% | -362.0% | +72.3% |
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