+632.4%
GEV vs GH
+784.2%
-151.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.8% |
| 7D | +1.6% | -2.5% | +4.1% | +2.0% |
| 30D | -7.9% | -4.7% | -3.3% | -7.3% |
| 3M | +5.6% | +20.2% | -14.6% | +2.0% |
| 6M | +13.1% | +78.8% | -65.7% | +1.1% |
| YTD | +46.7% | +54.1% | -7.3% | +34.3% |
| 1Y | +51.3% | +177.1% | -125.8% | +22.7% |
| All | +632.4% | +784.2% | -151.7% | +335.9% |
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