+481.3%
SE vs GH
+458.1%
+23.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -1.5% | +0.9% | -2.4% | -1.8% |
| 30D | -22.3% | -4.5% | -17.9% | -21.5% |
| 3M | -41.8% | -6.2% | -35.6% | -41.3% |
| 6M | -22.4% | +55.0% | -77.3% | -34.0% |
| YTD | -41.6% | +51.6% | -93.2% | -50.7% |
| 1Y | -48.0% | +58.3% | -106.3% | -56.8% |
| 3Y | +63.9% | +617.6% | -553.8% | -31.5% |
| 5Y | -78.2% | +49.2% | -127.4% | -85.3% |
| All | +481.3% | +458.1% | +23.2% | +216.5% |
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