+382.5%
GH vs M
+4.8%
+377.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -11.2% | +5.0% | -16.3% | -12.1% |
| 30D | -7.2% | +10.6% | -17.9% | -9.1% |
| 3M | -7.1% | +1.6% | -8.7% | -7.7% |
| 6M | +62.3% | +30.8% | +31.5% | +53.1% |
| YTD | +52.1% | +16.9% | +35.2% | +46.1% |
| 1Y | +58.6% | +26.3% | +32.4% | +49.7% |
| 3Y | +619.9% | +158.6% | +461.3% | +473.3% |
| 5Y | +49.7% | +2.1% | +47.6% | +34.1% |
| All | +382.5% | +4.8% | +377.7% | +318.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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