+24.6%
GH vs S
-48.3%
+72.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.0% |
| 7D | -8.2% | +1.2% | -9.4% | -8.6% |
| 30D | -4.9% | -7.3% | +2.4% | -2.1% |
| 3M | -6.2% | +5.9% | -12.1% | -10.5% |
| 6M | +60.0% | +45.6% | +14.4% | +31.6% |
| YTD | +51.5% | +58.5% | -7.0% | +18.6% |
| 1Y | +58.4% | +37.6% | +20.8% | +31.0% |
| 3Y | +617.2% | +51.7% | +565.6% | +417.7% |
| 5Y | +47.0% | -67.5% | +114.5% | +62.4% |
| All | +24.6% | -48.3% | +72.9% | +31.3% |
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