+250.9%
PM vs GH
+457.8%
-206.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | -7.1% | -8.2% | +1.1% | -6.8% |
| 30D | -2.8% | -4.9% | +2.1% | -2.7% |
| 3M | +6.3% | -6.2% | +12.6% | +6.5% |
| 6M | +9.6% | +60.0% | -50.4% | +7.7% |
| YTD | +25.6% | +51.5% | -25.9% | +23.3% |
| 1Y | +29.7% | +58.4% | -28.8% | +27.0% |
| 3Y | +147.6% | +617.2% | -469.7% | +123.3% |
| 5Y | +160.1% | +47.0% | +113.1% | +149.7% |
| All | +250.9% | +457.8% | -206.8% | +212.4% |
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