+23.2%
GH vs WSM
+171.2%
-148.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.5% |
| 7D | -1.2% | +0.4% | -1.7% | -1.5% |
| 30D | -3.7% | -10.7% | +7.0% | +1.8% |
| 3M | +21.7% | +8.5% | +13.2% | +15.7% |
| 6M | +75.7% | +19.6% | +56.1% | +59.0% |
| YTD | +55.7% | +26.6% | +29.1% | +36.5% |
| 1Y | +181.1% | +12.0% | +169.2% | +159.2% |
| 3Y | +371.6% | +226.6% | +145.0% | +101.7% |
| 5Y | +23.2% | +174.1% | -150.9% | -47.1% |
| All | +23.2% | +171.2% | -148.0% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling