+371.1%
GH vs FIVE
+103.7%
+267.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +0.6% | +2.7% | -2.1% | -0.4% |
| 30D | -6.9% | +12.7% | -19.6% | -11.0% |
| 3M | -4.9% | +2.1% | -7.0% | -6.4% |
| 6M | +54.1% | +17.5% | +36.6% | +42.1% |
| YTD | +48.5% | +31.0% | +17.6% | +30.8% |
| 1Y | +61.2% | +67.7% | -6.6% | +28.8% |
| 3Y | +570.3% | +43.4% | +527.0% | +419.9% |
| 5Y | +46.1% | +18.1% | +28.1% | +19.4% |
| All | +371.1% | +103.7% | +267.4% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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