+388.8%
GH vs MKTX
-3.8%
+392.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -4.7% | +0.7% | -5.4% | -5.0% |
| 3M | +20.2% | +40.8% | -20.6% | +1.9% |
| 6M | +78.8% | -8.0% | +86.8% | +82.1% |
| YTD | +54.1% | -8.7% | +62.8% | +56.9% |
| 1Y | +177.1% | -11.8% | +188.9% | +185.1% |
| 3Y | +371.6% | -24.0% | +395.7% | +378.7% |
| 5Y | +21.9% | -60.3% | +82.2% | +72.9% |
| All | +388.8% | -3.8% | +392.5% | +219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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