+381.6%
GS vs GH
+458.1%
-76.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +5.1% | +0.9% | +4.2% | +5.0% |
| 30D | +2.4% | -4.5% | +6.9% | +3.0% |
| 3M | -11.5% | -6.2% | -5.3% | -11.1% |
| 6M | -2.5% | +55.0% | -57.5% | -8.5% |
| YTD | +5.5% | +51.6% | -46.2% | -1.1% |
| 1Y | +11.0% | +58.3% | -47.2% | +3.4% |
| 3Y | +200.1% | +617.6% | -417.5% | +122.4% |
| 5Y | +154.7% | +49.2% | +105.5% | +114.7% |
| All | +381.6% | +458.1% | -76.5% | +237.5% |
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