+371.1%
GH vs TAP
-16.1%
+387.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.3% | -2.5% |
| 7D | +0.6% | +1.3% | -0.7% | +0.4% |
| 30D | -6.9% | +5.7% | -12.6% | -7.8% |
| 3M | -4.9% | -1.9% | -3.0% | -4.9% |
| 6M | +54.1% | +0.9% | +53.1% | +53.0% |
| YTD | +48.5% | -9.5% | +58.0% | +49.4% |
| 1Y | +61.2% | -9.0% | +70.1% | +61.8% |
| 3Y | +570.3% | -22.2% | +592.6% | +587.7% |
| 5Y | +46.1% | +1.2% | +44.9% | +43.3% |
| All | +371.1% | -16.1% | +387.3% | +357.9% |
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