+388.5%
GS vs GH
+457.8%
-69.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -0.1% | -8.2% | +8.1% | +1.0% |
| 30D | +3.7% | -4.9% | +8.6% | +4.3% |
| 3M | -10.0% | -6.2% | -3.7% | -9.5% |
| 6M | -1.0% | +60.0% | -61.0% | -7.5% |
| YTD | +7.0% | +51.5% | -44.6% | +0.3% |
| 1Y | +16.6% | +58.4% | -41.8% | +8.6% |
| 3Y | +204.4% | +617.2% | -412.8% | +125.6% |
| 5Y | +160.0% | +47.0% | +113.0% | +119.6% |
| All | +388.5% | +457.8% | -69.2% | +242.4% |
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