+98.3%
F vs GH
+446.7%
-348.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.4% |
| 7D | -3.1% | +0.6% | -3.6% | -3.2% |
| 30D | 0.0% | -6.9% | +7.0% | +0.8% |
| 3M | -13.2% | -4.9% | -8.3% | -13.1% |
| 6M | -10.2% | +54.1% | -64.3% | -16.9% |
| YTD | -4.9% | +48.5% | -53.5% | -12.2% |
| 1Y | -6.1% | +61.2% | -67.2% | -14.4% |
| 3Y | +46.0% | +570.3% | -524.4% | -0.4% |
| 5Y | -15.7% | +46.1% | -61.9% | -33.3% |
| All | +98.3% | +446.7% | -348.3% | +44.0% |
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