+2,286.7%
MU vs GH
+486.6%
+1,800.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.6% | +2.5% |
| 7D | +7.5% | -0.2% | +7.7% | +7.5% |
| 30D | +19.4% | -2.6% | +22.0% | +20.0% |
| 3M | +9.8% | +25.1% | -15.3% | +3.9% |
| 6M | +164.1% | +78.5% | +85.7% | +129.8% |
| YTD | +260.3% | +59.4% | +200.9% | +220.4% |
| 1Y | +661.2% | +173.9% | +487.3% | +494.7% |
| 3Y | +1,380.8% | +382.7% | +998.1% | +869.8% |
| 5Y | +1,346.4% | +24.4% | +1,322.0% | +1,050.6% |
| All | +2,286.7% | +486.6% | +1,800.1% | +1,266.5% |
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