+58.9%
O vs GH
+467.1%
-408.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -2.9% | -2.5% | -0.4% | -2.7% |
| 30D | -4.5% | -4.7% | +0.2% | -4.2% |
| 3M | -2.6% | +20.2% | -22.9% | -4.4% |
| 6M | -5.6% | +78.8% | -84.4% | -10.5% |
| YTD | +9.3% | +54.1% | -44.8% | +4.6% |
| 1Y | +4.3% | +177.1% | -172.8% | -5.6% |
| 3Y | +27.4% | +371.6% | -344.2% | +5.9% |
| 5Y | +17.1% | +21.9% | -4.9% | +6.5% |
| All | +58.9% | +467.1% | -408.2% | +26.3% |
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