+124.5%
GH vs TW
+206.7%
-82.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -2.5% | -4.5% | +2.0% | -0.6% |
| 30D | -4.7% | -2.3% | -2.4% | -3.9% |
| 3M | +20.2% | +2.6% | +17.6% | +16.9% |
| 6M | +78.8% | -17.5% | +96.3% | +91.3% |
| YTD | +54.1% | -5.3% | +59.4% | +52.3% |
| 1Y | +177.1% | -14.8% | +191.8% | +187.8% |
| 3Y | +371.6% | +18.8% | +352.8% | +284.6% |
| 5Y | +21.9% | +20.7% | +1.2% | -4.2% |
| All | +124.5% | +206.7% | -82.2% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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