+22.2%
GH vs S
-51.7%
+73.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +0.6% | +2.0% | -1.4% | -0.4% |
| 30D | -6.9% | -2.7% | -4.2% | -6.0% |
| 3M | -4.9% | -6.9% | +2.0% | -4.0% |
| 6M | +54.1% | +38.1% | +16.0% | +29.5% |
| YTD | +48.5% | +48.0% | +0.5% | +19.5% |
| 1Y | +61.2% | +34.5% | +26.7% | +34.3% |
| 3Y | +570.3% | +38.3% | +532.0% | +402.6% |
| 5Y | +46.1% | -70.9% | +117.1% | +66.9% |
| All | +22.2% | -51.7% | +73.9% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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