+327.1%
NDAQ vs GH
+446.7%
-119.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | +0.1% |
| 7D | +1.3% | +0.6% | +0.7% | +1.2% |
| 30D | +18.0% | -6.9% | +24.9% | +18.7% |
| 3M | +11.5% | -4.9% | +16.4% | +11.7% |
| 6M | +21.1% | +54.1% | -33.0% | +13.8% |
| YTD | +12.8% | +48.5% | -35.7% | +6.0% |
| 1Y | +25.7% | +61.2% | -35.5% | +16.8% |
| 3Y | +116.8% | +570.3% | -453.5% | +61.0% |
| 5Y | +67.3% | +46.1% | +21.1% | +41.2% |
| All | +327.1% | +446.7% | -119.6% | +218.5% |
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