+371.1%
GH vs P
+318.4%
+52.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.4% |
| 7D | +0.6% | +11.6% | -11.1% | -3.3% |
| 30D | -6.9% | -23.7% | +16.7% | +1.6% |
| 3M | -4.9% | -8.0% | +3.1% | -4.4% |
| 6M | +54.1% | +27.9% | +26.2% | +32.3% |
| YTD | +48.5% | +61.2% | -12.6% | +14.0% |
| 1Y | +61.2% | +28.6% | +32.5% | +30.8% |
| 3Y | +570.3% | +200.5% | +369.9% | +221.0% |
| 5Y | +46.1% | +282.9% | -236.8% | -38.8% |
| All | +371.1% | +318.4% | +52.7% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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