+382.5%
GH vs ES
+52.1%
+330.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -11.2% | +0.9% | -12.1% | -11.6% |
| 30D | -7.2% | +5.9% | -13.2% | -9.3% |
| 3M | -7.1% | -1.0% | -6.1% | -7.1% |
| 6M | +62.3% | +7.2% | +55.2% | +57.3% |
| YTD | +52.1% | +7.0% | +45.1% | +46.9% |
| 1Y | +58.6% | +0.5% | +58.2% | +55.7% |
| 3Y | +619.9% | +48.7% | +571.2% | +489.8% |
| 5Y | +49.7% | +1.9% | +47.8% | +41.3% |
| All | +382.5% | +52.1% | +330.4% | +344.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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