+229.1%
PM vs GH
+486.6%
-257.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.5% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -0.2% | -2.6% | +2.5% | -0.1% |
| 3M | +4.9% | +25.1% | -20.2% | +4.0% |
| 6M | +9.0% | +78.5% | -69.4% | +6.7% |
| YTD | +17.8% | +59.4% | -41.6% | +15.5% |
| 1Y | +16.8% | +173.9% | -157.0% | +11.9% |
| 3Y | +125.4% | +382.7% | -257.3% | +107.5% |
| 5Y | +128.7% | +24.4% | +104.3% | +122.3% |
| All | +229.1% | +486.6% | -257.5% | +192.7% |
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