+388.8%
GH vs PPG
+14.1%
+374.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.3% |
| 7D | -2.5% | -6.2% | +3.8% | +1.3% |
| 30D | -4.7% | -7.9% | +3.3% | 0.0% |
| 3M | +20.2% | -10.2% | +30.4% | +27.3% |
| 6M | +78.8% | +2.7% | +76.1% | +73.2% |
| YTD | +54.1% | +4.9% | +49.2% | +45.6% |
| 1Y | +177.1% | -3.2% | +180.3% | +172.6% |
| 3Y | +371.6% | -17.0% | +388.6% | +413.0% |
| 5Y | +21.9% | -23.3% | +45.2% | +36.1% |
| All | +388.8% | +14.1% | +374.7% | +308.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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