+130.3%
F vs GH
+480.1%
-349.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -4.0% | -4.2% |
| 7D | +1.2% | -2.1% | +3.2% | +1.5% |
| 30D | +1.2% | -4.5% | +5.7% | +1.8% |
| 3M | -5.7% | +28.9% | -34.6% | -9.7% |
| 6M | +17.9% | +76.5% | -58.6% | +7.0% |
| YTD | +10.4% | +57.6% | -47.2% | +1.6% |
| 1Y | +25.3% | +167.5% | -142.2% | +5.3% |
| 3Y | +37.5% | +377.4% | -339.9% | -0.5% |
| 5Y | +46.5% | +23.8% | +22.7% | +18.3% |
| All | +130.3% | +480.1% | -349.8% | +66.6% |
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