+388.8%
GH vs IT
+13.7%
+375.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.3% | -3.2% |
| 7D | -2.5% | -3.7% | +1.2% | -1.3% |
| 30D | -4.7% | +0.1% | -4.8% | -5.6% |
| 3M | +20.2% | +20.7% | -0.5% | +6.2% |
| 6M | +78.8% | +12.0% | +66.8% | +61.0% |
| YTD | +54.1% | -28.8% | +82.9% | +70.2% |
| 1Y | +177.1% | -25.5% | +202.6% | +193.3% |
| 3Y | +371.6% | -48.8% | +420.4% | +483.3% |
| 5Y | +21.9% | -42.7% | +64.7% | +40.9% |
| All | +388.8% | +13.7% | +375.0% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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