+111.1%
RF vs GH
+458.1%
-347.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +0.4% | +0.9% | -0.6% | +0.2% |
| 30D | +5.6% | -4.5% | +10.0% | +6.0% |
| 3M | -8.9% | -6.2% | -2.7% | -8.5% |
| 6M | +7.1% | +55.0% | -47.9% | +0.3% |
| YTD | +8.3% | +51.6% | -43.3% | +1.2% |
| 1Y | +16.8% | +58.3% | -41.5% | +8.5% |
| 3Y | +115.0% | +617.6% | -502.6% | +56.8% |
| 5Y | +46.4% | +49.2% | -2.8% | +21.6% |
| All | +111.1% | +458.1% | -347.0% | +50.2% |
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