+393.9%
GH vs TAP
-21.1%
+415.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -1.2% | -5.3% | +4.0% | -0.5% |
| 30D | -3.7% | -7.4% | +3.7% | -2.7% |
| 3M | +21.7% | -4.9% | +26.6% | +22.2% |
| 6M | +75.7% | -14.2% | +89.9% | +79.2% |
| YTD | +55.7% | -14.8% | +70.5% | +58.4% |
| 1Y | +181.1% | -18.1% | +199.2% | +187.3% |
| 3Y | +371.6% | -32.7% | +404.3% | +396.5% |
| 5Y | +23.2% | -0.5% | +23.7% | +21.2% |
| All | +393.9% | -21.1% | +415.0% | +385.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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