+186.5%
IR vs GH
+486.6%
-300.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -2.2% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -15.0% | -2.6% | -12.4% | -14.8% |
| 3M | -0.4% | +25.1% | -25.5% | -3.8% |
| 6M | -15.0% | +78.5% | -93.5% | -22.1% |
| YTD | -7.1% | +59.4% | -66.4% | -13.7% |
| 1Y | -7.5% | +173.9% | -181.4% | -20.8% |
| 3Y | +6.3% | +382.7% | -376.4% | -19.3% |
| 5Y | +37.3% | +24.4% | +12.9% | +17.4% |
| All | +186.5% | +486.6% | -300.1% | +82.0% |
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