+393.9%
GH vs WAB
+180.3%
+213.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -3.7% | -5.9% | +2.2% | -0.8% |
| 3M | +21.7% | +9.4% | +12.3% | +15.0% |
| 6M | +75.7% | +13.8% | +61.9% | +62.5% |
| YTD | +55.7% | +31.8% | +23.9% | +33.6% |
| 1Y | +181.1% | +48.5% | +132.6% | +126.4% |
| 3Y | +371.6% | +167.0% | +204.7% | +186.8% |
| 5Y | +23.2% | +222.3% | -199.1% | -30.5% |
| All | +393.9% | +180.3% | +213.5% | +184.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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