+106.0%
F vs GH
+472.2%
-366.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | -0.1% |
| 7D | -0.6% | -7.0% | +6.4% | +0.3% |
| 30D | +2.9% | -5.2% | +8.1% | +3.4% |
| 3M | -9.5% | -5.8% | -3.7% | -9.2% |
| 6M | +4.0% | +65.9% | -61.9% | -4.8% |
| YTD | -1.3% | +55.5% | -56.7% | -9.4% |
| 1Y | -1.9% | +64.2% | -66.1% | -10.9% |
| 3Y | +53.5% | +606.0% | -552.6% | +3.8% |
| 5Y | -15.1% | +47.3% | -62.4% | -33.0% |
| All | +106.0% | +472.2% | -366.2% | +48.6% |
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