+114.0%
GD vs GH
+459.8%
-345.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.6% | +1.6% |
| 7D | -1.9% | -11.2% | +9.3% | -1.3% |
| 30D | +10.9% | -7.2% | +18.2% | +11.3% |
| 3M | -6.8% | -7.1% | +0.3% | -6.5% |
| 6M | +7.0% | +62.3% | -55.3% | +3.9% |
| YTD | +11.1% | +52.1% | -41.0% | +8.0% |
| 1Y | +7.0% | +58.6% | -51.6% | +3.8% |
| 3Y | +59.9% | +619.9% | -560.0% | +40.2% |
| 5Y | +102.5% | +49.7% | +52.8% | +88.7% |
| All | +114.0% | +459.8% | -345.8% | +77.8% |
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