+368.5%
GH vs P
+274.9%
+93.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -2.9% |
| 7D | -15.6% | -23.8% | +8.2% | -7.4% |
| 30D | -10.4% | -36.6% | +26.3% | +4.2% |
| 3M | -4.3% | +10.9% | -15.1% | -10.7% |
| 6M | +63.5% | +30.0% | +33.6% | +38.5% |
| YTD | +47.7% | +44.4% | +3.3% | +18.0% |
| 1Y | +56.7% | +3.9% | +52.8% | +37.9% |
| 3Y | +443.9% | +176.6% | +267.3% | +166.8% |
| 5Y | +36.9% | +249.3% | -212.4% | -40.9% |
| All | +368.5% | +274.9% | +93.7% | +84.6% |
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