+380.7%
GH vs ED
+108.7%
+272.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -8.2% | -0.9% | -7.3% | -8.1% |
| 30D | -4.9% | +11.2% | -16.1% | -6.5% |
| 3M | -6.2% | +11.8% | -18.0% | -7.9% |
| 6M | +60.0% | +14.1% | +46.0% | +56.3% |
| YTD | +51.5% | +23.0% | +28.6% | +45.7% |
| 1Y | +58.4% | +23.7% | +34.8% | +52.0% |
| 3Y | +617.2% | +47.7% | +569.5% | +549.0% |
| 5Y | +47.0% | +82.6% | -35.6% | +26.1% |
| All | +380.7% | +108.7% | +272.0% | +358.1% |
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