+205.2%
PSX vs GH
+458.1%
-252.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | +6.4% | +0.9% | +5.5% | +6.3% |
| 30D | -10.2% | -4.5% | -5.7% | -9.9% |
| 3M | +17.2% | -6.2% | +23.4% | +17.5% |
| 6M | +51.8% | +55.0% | -3.2% | +45.9% |
| YTD | +108.0% | +51.6% | +56.4% | +99.5% |
| 1Y | +96.1% | +58.3% | +37.8% | +87.2% |
| 3Y | +155.9% | +617.6% | -461.7% | +108.1% |
| 5Y | +306.9% | +49.2% | +257.7% | +265.2% |
| All | +205.2% | +458.1% | -252.9% | +128.2% |
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