+23.8%
GH vs ED
+71.7%
-47.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -2.1% | +0.5% | -2.6% | -2.1% |
| 30D | -4.5% | +1.1% | -5.5% | -4.5% |
| 3M | +28.9% | +4.6% | +24.2% | +28.5% |
| 6M | +76.5% | -2.0% | +78.5% | +76.7% |
| YTD | +57.6% | +11.7% | +45.9% | +55.7% |
| 1Y | +167.5% | +15.7% | +151.8% | +163.2% |
| 3Y | +377.4% | +34.4% | +343.0% | +341.5% |
| 5Y | +23.8% | +67.3% | -43.5% | +16.2% |
| All | +23.8% | +71.7% | -47.9% | +16.2% |
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