+380.9%
GH vs A
+155.1%
+225.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.9% |
| 7D | +0.9% | +0.7% | +0.2% | +0.3% |
| 30D | -4.5% | +0.8% | -5.3% | -4.8% |
| 3M | -6.2% | +16.9% | -23.1% | -17.6% |
| 6M | +55.0% | +53.8% | +1.2% | +7.0% |
| YTD | +51.6% | +28.1% | +23.5% | +20.9% |
| 1Y | +58.3% | +15.0% | +43.2% | +38.3% |
| 3Y | +617.6% | +63.1% | +554.5% | +333.3% |
| 5Y | +49.2% | +11.5% | +37.7% | +29.1% |
| All | +380.9% | +155.1% | +225.8% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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