+371.1%
GH vs WU
-38.8%
+410.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.4% |
| 7D | +0.6% | -2.0% | +2.6% | +1.1% |
| 30D | -6.9% | +11.4% | -18.3% | -10.2% |
| 3M | -4.9% | -6.8% | +1.9% | -3.6% |
| 6M | +54.1% | -14.6% | +68.7% | +58.3% |
| YTD | +48.5% | -20.6% | +69.2% | +55.6% |
| 1Y | +61.2% | -15.4% | +76.5% | +64.8% |
| 3Y | +570.3% | -23.6% | +594.0% | +596.5% |
| 5Y | +46.1% | -43.4% | +89.5% | +64.8% |
| All | +371.1% | -38.8% | +410.0% | +303.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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