+101.8%
MO vs GH
+467.1%
-365.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | +0.1% | -2.5% | +2.6% | +0.1% |
| 30D | +7.1% | -4.7% | +11.8% | +7.1% |
| 3M | -2.0% | +20.2% | -22.2% | -2.0% |
| 6M | +7.3% | +78.8% | -71.5% | +7.1% |
| YTD | +23.5% | +54.1% | -30.6% | +23.3% |
| 1Y | +11.0% | +177.1% | -166.1% | +10.1% |
| 3Y | +95.0% | +371.6% | -276.6% | +90.0% |
| 5Y | +100.6% | +21.9% | +78.7% | +101.6% |
| All | +101.8% | +467.1% | -365.4% | +92.4% |
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