+1,837.8%
FIX vs GH
+443.7%
+1,394.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +5.7% |
| 7D | -17.5% | -15.6% | -1.8% | -15.4% |
| 30D | -41.6% | -10.4% | -31.2% | -40.6% |
| 3M | -40.6% | -4.3% | -36.3% | -40.3% |
| 6M | -49.4% | +63.5% | -112.9% | -52.9% |
| YTD | +9.2% | +47.7% | -38.5% | +2.4% |
| 1Y | +6.5% | +56.7% | -50.3% | -0.9% |
| 3Y | +448.7% | +443.9% | +4.9% | +317.6% |
| 5Y | +948.7% | +36.9% | +911.8% | +779.9% |
| All | +1,837.8% | +443.7% | +1,394.2% | +1,267.6% |
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