-34.7%
GFS vs GH
+35.8%
-70.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +6.6% |
| 7D | -7.8% | -15.6% | +7.8% | -4.5% |
| 30D | -19.7% | -10.4% | -9.3% | -17.7% |
| 3M | -23.1% | -4.3% | -18.9% | -22.6% |
| 6M | -46.4% | +63.5% | -109.9% | -52.0% |
| YTD | +11.0% | +47.7% | -36.7% | +0.8% |
| 1Y | +12.6% | +56.7% | -44.1% | +0.9% |
| 3Y | -24.9% | +443.9% | -468.8% | -51.9% |
| All | -34.7% | +35.8% | -70.5% | -42.7% |
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 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