+388.8%
GH vs USFR
+24.2%
+364.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.7% |
| 30D | -4.7% | +0.4% | -5.0% | -5.2% |
| 3M | +20.2% | +1.0% | +19.2% | +18.3% |
| 6M | +78.8% | +2.0% | +76.8% | +73.0% |
| YTD | +54.1% | +2.8% | +51.3% | +46.7% |
| 1Y | +177.1% | +4.1% | +173.0% | +157.3% |
| 3Y | +371.6% | +14.1% | +357.5% | +275.2% |
| 5Y | +21.9% | +20.6% | +1.3% | -18.5% |
| All | +388.8% | +24.2% | +364.6% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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