+399.9%
GH vs ES
+54.3%
+345.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -2.1% | +1.4% | -3.5% | -2.6% |
| 30D | -4.5% | -1.2% | -3.3% | -4.1% |
| 3M | +28.9% | +5.0% | +23.9% | +26.2% |
| 6M | +76.5% | -2.8% | +79.3% | +77.4% |
| YTD | +57.6% | +8.6% | +49.0% | +51.9% |
| 1Y | +167.5% | +18.9% | +148.6% | +146.5% |
| 3Y | +377.4% | +32.1% | +345.3% | +311.5% |
| 5Y | +23.8% | -5.1% | +28.9% | +20.8% |
| All | +399.9% | +54.3% | +345.6% | +360.2% |
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