+47.3%
GH vs ED
+82.1%
-34.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.4% | +5.2% |
| 7D | -7.0% | -0.1% | -6.9% | -7.0% |
| 30D | -5.2% | +11.6% | -16.8% | -5.3% |
| 3M | -5.8% | +10.5% | -16.3% | -5.8% |
| 6M | +65.9% | +13.2% | +52.7% | +65.4% |
| YTD | +55.5% | +22.1% | +33.3% | +53.8% |
| 1Y | +64.2% | +24.2% | +40.0% | +62.1% |
| 3Y | +606.0% | +46.9% | +559.1% | +554.7% |
| 5Y | +47.3% | +80.8% | -33.5% | +64.6% |
| All | +47.3% | +82.1% | -34.8% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling