+114.2%
RF vs GH
+472.2%
-358.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.2% | -3.1% | +1.5% |
| 7D | -0.1% | -7.0% | +6.9% | +0.7% |
| 30D | +7.0% | -5.2% | +12.2% | +7.6% |
| 3M | -7.0% | -5.8% | -1.3% | -6.7% |
| 6M | +6.8% | +65.9% | -59.1% | -0.8% |
| YTD | +9.9% | +55.5% | -45.6% | +2.4% |
| 1Y | +21.1% | +64.2% | -43.0% | +12.0% |
| 3Y | +119.6% | +606.0% | -486.4% | +60.4% |
| 5Y | +46.2% | +47.3% | -1.1% | +21.6% |
| All | +114.2% | +472.2% | -358.0% | +51.9% |
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