+371.1%
GH vs IBN
+323.5%
+47.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | +0.6% | +1.9% | -1.3% | -0.1% |
| 30D | -6.9% | +22.1% | -29.0% | -13.8% |
| 3M | -4.9% | +17.1% | -22.0% | -10.8% |
| 6M | +54.1% | +35.5% | +18.5% | +36.8% |
| YTD | +48.5% | +16.8% | +31.7% | +38.8% |
| 1Y | +61.2% | +12.4% | +48.8% | +52.8% |
| 3Y | +570.3% | +58.0% | +512.3% | +444.9% |
| 5Y | +46.1% | +73.7% | -27.6% | +15.3% |
| All | +371.1% | +323.5% | +47.6% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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