+261.0%
NDAQ vs GH
+473.1%
-212.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.1% |
| 7D | -6.8% | -1.2% | -5.5% | -6.6% |
| 30D | -3.2% | -3.7% | +0.5% | -2.8% |
| 3M | +6.5% | +21.7% | -15.2% | +3.6% |
| 6M | +5.7% | +75.7% | -70.0% | -2.1% |
| YTD | -4.6% | +55.7% | -60.3% | -10.6% |
| 1Y | -1.6% | +181.1% | -182.7% | -14.7% |
| 3Y | +86.4% | +371.6% | -285.2% | +45.0% |
| 5Y | +50.3% | +23.2% | +27.1% | +29.6% |
| All | +261.0% | +473.1% | -212.0% | +168.7% |
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 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