+393.1%
GH vs FIVE
+109.5%
+283.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.6% | -0.4% | +3.2% |
| 7D | -7.0% | +6.2% | -13.2% | -9.1% |
| 30D | -5.2% | +18.2% | -23.4% | -11.0% |
| 3M | -5.8% | +3.8% | -9.6% | -7.8% |
| 6M | +65.9% | +13.7% | +52.2% | +54.8% |
| YTD | +55.5% | +34.7% | +20.7% | +35.4% |
| 1Y | +64.2% | +66.6% | -2.5% | +31.6% |
| 3Y | +606.0% | +44.3% | +561.8% | +447.2% |
| 5Y | +47.3% | +18.8% | +28.5% | +20.0% |
| All | +393.1% | +109.5% | +283.6% | +201.9% |
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