+1,707.7%
MU vs GH
+446.7%
+1,261.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.1% |
| 7D | +12.8% | +0.6% | +12.2% | +12.7% |
| 30D | -14.9% | -6.9% | -7.9% | -13.1% |
| 3M | -18.0% | -4.9% | -13.1% | -17.0% |
| 6M | -3.1% | +54.1% | -57.2% | -12.4% |
| YTD | +172.9% | +48.5% | +124.4% | +147.0% |
| 1Y | +228.8% | +61.2% | +167.7% | +191.9% |
| 3Y | +950.8% | +570.3% | +380.5% | +548.3% |
| 5Y | +931.3% | +46.1% | +885.1% | +697.5% |
| All | +1,707.7% | +446.7% | +1,261.0% | +953.4% |
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