+371.1%
GH vs ED
+111.9%
+259.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | +0.6% | +2.1% | -1.5% | +0.3% |
| 30D | -6.9% | +10.4% | -17.3% | -8.4% |
| 3M | -4.9% | +12.5% | -17.5% | -6.7% |
| 6M | +54.1% | +14.9% | +39.1% | +50.4% |
| YTD | +48.5% | +24.8% | +23.7% | +42.5% |
| 1Y | +61.2% | +23.8% | +37.3% | +54.7% |
| 3Y | +570.3% | +51.6% | +518.7% | +503.8% |
| 5Y | +46.1% | +86.4% | -40.3% | +24.9% |
| All | +371.1% | +111.9% | +259.2% | +348.0% |
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