+1,502.6%
MU vs GH
+443.7%
+1,058.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +5.5% |
| 7D | -22.0% | -15.6% | -6.4% | -18.8% |
| 30D | -36.6% | -10.4% | -26.2% | -34.7% |
| 3M | -21.7% | -4.3% | -17.5% | -20.9% |
| 6M | +3.5% | +63.5% | -60.0% | -7.5% |
| YTD | +141.9% | +47.7% | +94.2% | +119.2% |
| 1Y | +189.8% | +56.7% | +133.1% | +158.8% |
| 3Y | +855.4% | +443.9% | +411.5% | +514.2% |
| 5Y | +869.2% | +36.9% | +832.2% | +660.0% |
| All | +1,502.6% | +443.7% | +1,058.9% | +834.7% |
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