+1,885.5%
KLAC vs GH
+467.1%
+1,418.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.2% |
| 7D | -2.7% | -2.5% | -0.2% | -2.2% |
| 30D | -13.2% | -4.7% | -8.5% | -12.4% |
| 3M | -25.0% | +20.2% | -45.2% | -28.4% |
| 6M | +23.6% | +78.8% | -55.2% | +7.8% |
| YTD | +49.2% | +54.1% | -4.9% | +33.6% |
| 1Y | +89.3% | +177.1% | -87.8% | +47.5% |
| 3Y | +274.4% | +371.6% | -97.3% | +141.9% |
| 5Y | +440.9% | +21.9% | +419.0% | +332.1% |
| All | +1,885.5% | +467.1% | +1,418.3% | +1,070.5% |
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