+192.0%
MAR vs GH
+467.1%
-275.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | -0.5% | -2.5% | +2.0% | -0.2% |
| 30D | -5.4% | -4.7% | -0.7% | -5.0% |
| 3M | -15.5% | +20.2% | -35.7% | -17.7% |
| 6M | +3.0% | +78.8% | -75.8% | -4.9% |
| YTD | +8.5% | +54.1% | -45.6% | +1.8% |
| 1Y | +26.0% | +177.1% | -151.1% | +9.1% |
| 3Y | +68.6% | +371.6% | -303.0% | +30.9% |
| 5Y | +157.4% | +21.9% | +135.5% | +121.0% |
| All | +192.0% | +467.1% | -275.2% | +94.3% |
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