+399.9%
GH vs P
+291.9%
+108.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | -2.1% | +7.8% | -9.9% | -4.8% |
| 30D | -4.5% | +12.3% | -16.8% | -9.5% |
| 3M | +28.9% | +37.1% | -8.2% | +11.7% |
| 6M | +76.5% | +66.1% | +10.4% | +38.6% |
| YTD | +57.6% | +50.9% | +6.7% | +26.5% |
| 1Y | +167.5% | +27.2% | +140.3% | +119.5% |
| 3Y | +377.4% | +158.7% | +218.7% | +149.3% |
| 5Y | +23.8% | +291.1% | -267.3% | -48.0% |
| All | +399.9% | +291.9% | +108.1% | +98.0% |
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