+98.2%
F vs GH
+458.1%
-359.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -2.9% | -2.9% |
| 7D | -3.9% | +0.9% | -4.8% | -4.0% |
| 30D | -0.5% | -4.5% | +4.0% | 0.0% |
| 3M | -12.9% | -6.2% | -6.7% | -12.6% |
| 6M | +1.5% | +55.0% | -53.4% | -6.2% |
| YTD | -5.0% | +51.6% | -56.6% | -12.5% |
| 1Y | -7.3% | +58.3% | -65.6% | -15.3% |
| 3Y | +45.3% | +617.6% | -572.4% | -2.0% |
| 5Y | -15.8% | +49.2% | -65.0% | -33.5% |
| All | +98.2% | +458.1% | -359.9% | +43.5% |
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