+1,381.0%
NET vs GH
+117.7%
+1,263.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -1.0% |
| 7D | -16.4% | -7.7% | -8.7% | -13.4% |
| 30D | -25.8% | -10.0% | -15.9% | -22.6% |
| 3M | -11.5% | +5.5% | -17.0% | -14.0% |
| 6M | +18.9% | +84.9% | -66.0% | -11.7% |
| YTD | +35.2% | +65.0% | -29.8% | +4.8% |
| 1Y | +14.5% | +71.8% | -57.3% | -13.2% |
| 3Y | +313.8% | +488.0% | -174.2% | +41.6% |
| 5Y | +32.6% | +46.8% | -14.3% | -16.5% |
| All | +1,381.0% | +117.7% | +1,263.3% | +717.0% |
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 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