+5.5%
IP vs GH
+458.1%
-452.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.1% | -2.1% |
| 7D | -0.9% | +0.9% | -1.8% | -1.0% |
| 30D | +6.7% | -4.5% | +11.2% | +7.0% |
| 3M | -16.6% | -6.2% | -10.4% | -16.3% |
| 6M | +6.0% | +55.0% | -49.0% | +1.7% |
| YTD | -10.7% | +51.6% | -62.3% | -14.4% |
| 1Y | -6.7% | +58.3% | -65.0% | -11.0% |
| 3Y | +17.1% | +617.6% | -600.5% | -5.4% |
| 5Y | -14.6% | +49.2% | -63.7% | -24.4% |
| All | +5.5% | +458.1% | -452.5% | -18.7% |
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