+150.1%
INTC vs GH
+467.1%
-317.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | +7.5% | -2.5% | +9.9% | +7.9% |
| 30D | +2.0% | -4.7% | +6.7% | +2.7% |
| 3M | -12.0% | +20.2% | -32.2% | -14.9% |
| 6M | +114.5% | +78.8% | +35.8% | +94.4% |
| YTD | +179.0% | +54.1% | +124.9% | +157.9% |
| 1Y | +318.3% | +177.1% | +141.2% | +249.1% |
| 3Y | +171.2% | +371.6% | -200.4% | +98.3% |
| 5Y | +107.6% | +21.9% | +85.7% | +73.2% |
| All | +150.1% | +467.1% | -317.1% | +64.3% |
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