+1,784.3%
MU vs GH
+457.8%
+1,326.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.4% | +12.3% | +12.0% |
| 7D | +2.0% | -8.2% | +10.2% | +4.3% |
| 30D | -18.0% | -4.9% | -13.0% | -16.6% |
| 3M | -6.6% | -6.2% | -0.3% | -5.1% |
| 6M | +2.0% | +60.0% | -58.0% | -8.5% |
| YTD | +184.5% | +51.5% | +132.9% | +156.3% |
| 1Y | +236.9% | +58.4% | +178.5% | +200.1% |
| 3Y | +987.0% | +617.2% | +369.7% | +560.7% |
| 5Y | +1,014.6% | +47.0% | +967.6% | +760.7% |
| All | +1,784.3% | +457.8% | +1,326.6% | +993.1% |
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