+21.0%
MMM vs GH
+486.6%
-465.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -1.9% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | -9.3% | -2.6% | -6.6% | -9.1% |
| 3M | +5.6% | +25.1% | -19.5% | +3.5% |
| 6M | +9.5% | +78.5% | -69.0% | +3.9% |
| YTD | +4.1% | +59.4% | -55.2% | -0.5% |
| 1Y | +9.4% | +173.9% | -164.5% | -0.6% |
| 3Y | +101.0% | +382.7% | -281.8% | +69.5% |
| 5Y | +26.1% | +24.4% | +1.7% | +12.3% |
| All | +21.0% | +486.6% | -465.6% | -9.5% |
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