+109.6%
RF vs GH
+443.7%
-334.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -0.9% | -15.6% | +14.7% | +1.1% |
| 30D | +6.0% | -10.4% | +16.4% | +7.3% |
| 3M | -8.9% | -4.3% | -4.6% | -8.8% |
| 6M | +2.3% | +63.5% | -61.2% | -4.8% |
| YTD | +7.6% | +47.7% | -40.2% | +0.9% |
| 1Y | +21.2% | +56.7% | -35.6% | +12.6% |
| 3Y | +108.5% | +443.9% | -335.3% | +57.3% |
| 5Y | +43.2% | +36.9% | +6.3% | +20.2% |
| All | +109.6% | +443.7% | -334.1% | +49.6% |
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