+24.4%
GH vs USFR
+20.4%
+4.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.2% | +0.1% | -0.2% | 0.0% |
| 30D | -2.6% | +0.3% | -2.9% | -1.9% |
| 3M | +25.1% | +1.0% | +24.1% | +28.7% |
| 6M | +78.5% | +1.9% | +76.5% | +87.3% |
| YTD | +59.4% | +2.7% | +56.7% | +69.2% |
| 1Y | +173.9% | +4.0% | +169.9% | +198.5% |
| 3Y | +382.7% | +14.0% | +368.7% | +607.2% |
| 5Y | +24.4% | +20.4% | +4.0% | +138.0% |
| All | +24.4% | +20.4% | +4.0% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling