+402.6%
GH vs TLN
+589.3%
-186.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.6% |
| 7D | -0.2% | +5.8% | -6.0% | -1.7% |
| 30D | -2.6% | -6.9% | +4.2% | -1.2% |
| 3M | +25.1% | -10.9% | +36.0% | +27.2% |
| 6M | +78.5% | -4.6% | +83.1% | +77.3% |
| YTD | +59.4% | -14.7% | +74.1% | +61.5% |
| 1Y | +173.9% | -17.9% | +191.8% | +178.1% |
| 3Y | +382.7% | +483.9% | -101.1% | +166.1% |
| All | +402.6% | +589.3% | -186.8% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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