+466.1%
GE vs GH
+458.1%
+8.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.5% | -3.5% |
| 7D | +5.1% | +0.9% | +4.2% | +5.0% |
| 30D | +7.6% | -4.5% | +12.0% | +8.0% |
| 3M | -9.3% | -6.2% | -3.1% | -9.0% |
| 6M | +11.5% | +55.0% | -43.4% | +5.8% |
| YTD | +7.9% | +51.6% | -43.7% | +2.0% |
| 1Y | +7.6% | +58.3% | -50.6% | +1.3% |
| 3Y | +265.9% | +617.6% | -351.8% | +182.9% |
| 5Y | +405.9% | +49.2% | +356.7% | +336.1% |
| All | +466.1% | +458.1% | +8.0% | +342.4% |
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