+416.3%
MS vs GH
+457.8%
-41.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -1.7% | -8.2% | +6.5% | -0.6% |
| 30D | +0.9% | -4.9% | +5.8% | +1.5% |
| 3M | -10.8% | -6.2% | -4.6% | -10.4% |
| 6M | +0.9% | +60.0% | -59.1% | -6.1% |
| YTD | +9.8% | +51.5% | -41.7% | +2.5% |
| 1Y | +17.1% | +58.4% | -41.3% | +8.6% |
| 3Y | +175.7% | +617.2% | -441.5% | +100.1% |
| 5Y | +125.9% | +47.0% | +78.8% | +88.9% |
| All | +416.3% | +457.8% | -41.5% | +250.9% |
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