+2,260.8%
MU vs GH
+481.7%
+1,779.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.0% |
| 7D | +9.0% | -0.1% | +9.0% | +8.9% |
| 30D | +13.8% | -1.1% | +14.9% | +13.9% |
| 3M | +2.1% | +21.3% | -19.2% | -2.7% |
| 6M | +153.8% | +73.5% | +80.3% | +122.2% |
| YTD | +256.4% | +58.0% | +198.4% | +217.5% |
| 1Y | +719.8% | +163.1% | +556.7% | +545.8% |
| 3Y | +1,360.4% | +361.0% | +999.3% | +865.3% |
| 5Y | +1,312.4% | +22.5% | +1,289.9% | +1,027.3% |
| All | +2,260.8% | +481.7% | +1,779.1% | +1,254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling