+382.5%
GH vs P
+295.1%
+87.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -1.9% |
| 7D | -11.2% | -13.3% | +2.1% | -6.8% |
| 30D | -7.2% | -34.0% | +26.8% | +6.4% |
| 3M | -7.1% | +4.1% | -11.2% | -11.1% |
| 6M | +62.3% | +30.5% | +31.9% | +37.6% |
| YTD | +52.1% | +52.2% | -0.1% | +19.3% |
| 1Y | +58.6% | +10.3% | +48.4% | +36.7% |
| 3Y | +619.9% | +180.9% | +439.0% | +253.8% |
| 5Y | +49.7% | +259.7% | -210.0% | -35.9% |
| All | +382.5% | +295.1% | +87.3% | +86.7% |
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