+311.7%
MSCI vs GH
+458.1%
-146.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -0.7% | +0.9% | -1.6% | -0.9% |
| 30D | +16.2% | -4.5% | +20.6% | +16.8% |
| 3M | +16.1% | -6.2% | +22.3% | +16.7% |
| 6M | +12.9% | +55.0% | -42.0% | +2.4% |
| YTD | +14.8% | +51.6% | -36.8% | +3.6% |
| 1Y | +13.8% | +58.3% | -44.5% | +1.6% |
| 3Y | +31.2% | +617.6% | -586.4% | -21.1% |
| 5Y | +5.6% | +49.2% | -43.6% | -17.9% |
| All | +311.7% | +458.1% | -146.4% | +149.5% |
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