-12.1%
GFS vs GH
+38.8%
-51.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.7% |
| 7D | -5.3% | -11.2% | +5.9% | -2.9% |
| 30D | -15.8% | -7.2% | -8.6% | -14.3% |
| 3M | -18.6% | -7.1% | -11.5% | -17.7% |
| 6M | -45.0% | +62.3% | -107.3% | -50.6% |
| YTD | +16.8% | +52.1% | -35.3% | +5.5% |
| 1Y | +17.8% | +58.6% | -40.9% | +5.3% |
| 3Y | -21.5% | +619.9% | -641.4% | -52.8% |
| 5Y | -29.3% | +49.7% | -79.1% | -39.2% |
| All | -12.1% | +38.8% | -51.0% | -20.3% |
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