+452.9%
GE vs GH
+467.1%
-14.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | 0.0% |
| 7D | -4.0% | -2.5% | -1.5% | -3.7% |
| 30D | -11.4% | -4.7% | -6.7% | -11.0% |
| 3M | -2.6% | +20.2% | -22.8% | -4.8% |
| 6M | -0.3% | +78.8% | -79.1% | -6.8% |
| YTD | +5.4% | +54.1% | -48.7% | -0.2% |
| 1Y | +15.5% | +177.1% | -161.5% | +2.4% |
| 3Y | +260.8% | +371.6% | -110.9% | +192.5% |
| 5Y | +421.6% | +21.9% | +399.7% | +358.0% |
| All | +452.9% | +467.1% | -14.2% | +332.7% |
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