+70.5%
NDAQ vs GH
+46.0%
+24.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.6% |
| 7D | +2.9% | -11.2% | +14.1% | +4.2% |
| 30D | +17.5% | -7.2% | +24.7% | +18.3% |
| 3M | +15.4% | -7.1% | +22.5% | +15.9% |
| 6M | +24.6% | +62.3% | -37.7% | +16.4% |
| YTD | +14.4% | +52.1% | -37.7% | +7.3% |
| 1Y | +26.9% | +58.6% | -31.7% | +18.3% |
| 3Y | +119.8% | +619.9% | -500.1% | +61.2% |
| 5Y | +70.5% | +49.7% | +20.8% | +42.5% |
| All | +70.5% | +46.0% | +24.5% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling