+388.8%
GH vs BR
+49.0%
+339.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -2.5% | -3.0% | +0.5% | -0.6% |
| 30D | -4.7% | -0.3% | -4.4% | -4.9% |
| 3M | +20.2% | +17.3% | +2.9% | +5.9% |
| 6M | +78.8% | -6.7% | +85.5% | +83.4% |
| YTD | +54.1% | -23.4% | +77.5% | +79.6% |
| 1Y | +177.1% | -32.7% | +209.7% | +254.1% |
| 3Y | +371.6% | -5.9% | +377.5% | +357.0% |
| 5Y | +21.9% | +8.4% | +13.5% | +3.8% |
| All | +388.8% | +49.0% | +339.8% | +210.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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