+110.9%
GD vs GH
+472.2%
-361.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -3.0% | +2.0% |
| 7D | -3.0% | -7.0% | +3.9% | -2.7% |
| 30D | +9.3% | -5.2% | +14.5% | +9.5% |
| 3M | -7.2% | -5.8% | -1.4% | -7.1% |
| 6M | +5.5% | +65.9% | -60.5% | +2.3% |
| YTD | +9.5% | +55.5% | -46.0% | +6.3% |
| 1Y | +6.4% | +64.2% | -57.7% | +3.0% |
| 3Y | +59.8% | +606.0% | -546.2% | +40.3% |
| 5Y | +98.0% | +47.3% | +50.7% | +84.8% |
| All | +110.9% | +472.2% | -361.3% | +75.0% |
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