+405.5%
GH vs ED
+88.2%
+317.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -2.6% | +1.9% | -4.6% | -3.0% |
| 3M | +25.1% | +1.9% | +23.2% | +24.5% |
| 6M | +78.5% | -2.3% | +80.7% | +78.8% |
| YTD | +59.4% | +10.9% | +48.5% | +55.8% |
| 1Y | +173.9% | +14.5% | +159.3% | +165.8% |
| 3Y | +382.7% | +33.4% | +349.4% | +343.9% |
| 5Y | +24.4% | +67.3% | -42.9% | +8.0% |
| All | +405.5% | +88.2% | +317.3% | +389.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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