+1,449.6%
NET vs GH
+108.5%
+1,341.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -7.0% | -0.1% | -6.9% | -7.1% |
| 30D | -4.8% | -1.1% | -3.7% | -4.8% |
| 3M | +3.8% | +21.3% | -17.5% | -6.0% |
| 6M | +50.0% | +73.5% | -23.5% | +14.3% |
| YTD | +41.5% | +58.0% | -16.6% | +11.8% |
| 1Y | +32.8% | +163.1% | -130.2% | -19.3% |
| 3Y | +335.9% | +361.0% | -25.2% | +69.9% |
| 5Y | +113.8% | +22.5% | +91.3% | +43.7% |
| All | +1,449.6% | +108.5% | +1,341.1% | +772.1% |
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