+248.4%
MSCI vs GH
+480.1%
-231.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | -2.1% | -2.1% | 0.0% | -1.7% |
| 30D | -1.7% | -4.5% | +2.7% | -1.1% |
| 3M | -8.2% | +28.9% | -37.1% | -13.1% |
| 6M | -2.4% | +76.5% | -79.0% | -13.6% |
| YTD | -2.8% | +57.6% | -60.4% | -12.5% |
| 1Y | -2.7% | +167.5% | -170.2% | -21.7% |
| 3Y | +7.3% | +377.4% | -370.1% | -29.0% |
| 5Y | -11.4% | +23.8% | -35.3% | -28.2% |
| All | +248.4% | +480.1% | -231.7% | +110.8% |
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