+388.8%
GH vs WU
-39.3%
+428.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -2.5% | -3.5% | +1.0% | -1.5% |
| 30D | -4.7% | -2.9% | -1.7% | -4.1% |
| 3M | +20.2% | -2.3% | +22.5% | +18.7% |
| 6M | +78.8% | -25.4% | +104.1% | +93.1% |
| YTD | +54.1% | -21.2% | +75.3% | +62.8% |
| 1Y | +177.1% | -8.9% | +185.9% | +175.2% |
| 3Y | +371.6% | -29.0% | +400.6% | +404.8% |
| 5Y | +21.9% | -50.7% | +72.7% | +42.7% |
| All | +388.8% | -39.3% | +428.0% | +321.9% |
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