+388.8%
GH vs WSM
+749.9%
-361.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.5% |
| 7D | -2.5% | -0.5% | -2.0% | -2.3% |
| 30D | -4.7% | -7.7% | +3.0% | -1.4% |
| 3M | +20.2% | +3.8% | +16.5% | +17.6% |
| 6M | +78.8% | +22.7% | +56.1% | +62.5% |
| YTD | +54.1% | +28.0% | +26.1% | +37.2% |
| 1Y | +177.1% | +12.7% | +164.4% | +158.1% |
| 3Y | +371.6% | +231.3% | +140.3% | +150.0% |
| 5Y | +21.9% | +177.2% | -155.3% | -32.3% |
| All | +388.8% | +749.9% | -361.2% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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