+388.8%
GH vs BG
+126.7%
+262.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -2.5% | +3.1% | -5.6% | -3.3% |
| 30D | -4.7% | +10.2% | -14.9% | -7.2% |
| 3M | +20.2% | -1.7% | +21.9% | +20.2% |
| 6M | +78.8% | +1.0% | +77.8% | +76.5% |
| YTD | +54.1% | +39.9% | +14.2% | +37.8% |
| 1Y | +177.1% | +53.2% | +123.9% | +139.1% |
| 3Y | +371.6% | +16.3% | +355.4% | +337.7% |
| 5Y | +21.9% | +83.9% | -61.9% | -6.3% |
| All | +388.8% | +126.7% | +262.0% | +240.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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