+417.9%
GE vs GH
+24.4%
+393.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -4.0% | -3.0% |
| 7D | -1.2% | -0.2% | -1.1% | -1.2% |
| 30D | -11.3% | -2.6% | -8.6% | -11.1% |
| 3M | -1.4% | +25.1% | -26.5% | -4.1% |
| 6M | +1.2% | +78.5% | -77.3% | -5.7% |
| YTD | +5.9% | +59.4% | -53.4% | -0.3% |
| 1Y | +18.4% | +173.9% | -155.5% | +4.5% |
| 3Y | +271.0% | +382.7% | -111.8% | +198.7% |
| 5Y | +417.9% | +24.4% | +393.5% | +303.0% |
| All | +417.9% | +24.4% | +393.5% | +303.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling