+112.5%
RF vs GH
+459.8%
-347.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.5% |
| 7D | +0.3% | -11.2% | +11.6% | +1.8% |
| 30D | +6.2% | -7.2% | +13.4% | +7.0% |
| 3M | -7.8% | -7.1% | -0.8% | -7.4% |
| 6M | +5.9% | +62.3% | -56.4% | -1.3% |
| YTD | +9.0% | +52.1% | -43.1% | +1.9% |
| 1Y | +19.3% | +58.6% | -39.4% | +10.7% |
| 3Y | +116.4% | +619.9% | -503.4% | +57.7% |
| 5Y | +46.0% | +49.7% | -3.7% | +21.2% |
| All | +112.5% | +459.8% | -347.3% | +51.1% |
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