+178.0%
GM vs GH
+467.1%
-289.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | -2.4% | -2.5% | +0.1% | -2.1% |
| 30D | -1.1% | -4.7% | +3.6% | -0.5% |
| 3M | +6.1% | +20.2% | -14.1% | +2.5% |
| 6M | +15.0% | +78.8% | -63.8% | +4.0% |
| YTD | +6.0% | +54.1% | -48.1% | -2.3% |
| 1Y | +47.1% | +177.1% | -130.0% | +22.2% |
| 3Y | +170.5% | +371.6% | -201.1% | +95.0% |
| 5Y | +80.5% | +21.9% | +58.6% | +46.8% |
| All | +178.0% | +467.1% | -289.1% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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