+374.7%
MSFT vs GH
+467.1%
-92.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.8% |
| 7D | -0.8% | -2.5% | +1.7% | -0.5% |
| 30D | +0.8% | -4.7% | +5.5% | +1.4% |
| 3M | +27.2% | +20.2% | +7.0% | +23.4% |
| 6M | +22.9% | +78.8% | -55.9% | +11.9% |
| YTD | +3.1% | +54.1% | -50.9% | -4.3% |
| 1Y | -0.3% | +177.1% | -177.3% | -16.0% |
| 3Y | +50.1% | +371.6% | -321.5% | +9.9% |
| 5Y | +74.6% | +21.9% | +52.7% | +49.0% |
| All | +374.7% | +467.1% | -92.5% | +206.4% |
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