+388.8%
GH vs EL
-23.6%
+412.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -2.5% | -6.5% | +4.0% | +0.5% |
| 30D | -4.7% | +11.1% | -15.8% | -10.0% |
| 3M | +20.2% | +10.7% | +9.5% | +13.3% |
| 6M | +78.8% | +6.9% | +71.9% | +69.2% |
| YTD | +54.1% | -6.3% | +60.4% | +52.9% |
| 1Y | +177.1% | +13.5% | +163.6% | +147.1% |
| 3Y | +371.6% | -33.1% | +404.7% | +410.1% |
| 5Y | +21.9% | -68.8% | +90.7% | +111.9% |
| All | +388.8% | -23.6% | +412.4% | +318.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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