+748.0%
SE vs GH
+486.6%
+261.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.4% |
| 7D | -3.6% | -0.2% | -3.5% | -3.6% |
| 30D | -5.3% | -2.6% | -2.7% | -4.7% |
| 3M | +28.1% | +25.1% | +3.0% | +18.3% |
| 6M | +20.7% | +78.5% | -57.8% | -1.7% |
| YTD | -14.8% | +59.4% | -74.2% | -28.6% |
| 1Y | -43.6% | +173.9% | -217.4% | -61.3% |
| 3Y | +184.2% | +382.7% | -198.5% | +39.9% |
| 5Y | -66.3% | +24.4% | -90.7% | -76.4% |
| All | +748.0% | +486.6% | +261.4% | +358.5% |
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