+196.9%
SPY vs GH
+467.1%
-270.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -0.8% | -2.5% | +1.7% | -0.5% |
| 30D | -1.1% | -4.7% | +3.6% | -0.6% |
| 3M | +3.9% | +20.2% | -16.4% | +1.3% |
| 6M | +13.6% | +78.8% | -65.2% | +5.4% |
| YTD | +12.7% | +54.1% | -41.4% | +6.1% |
| 1Y | +17.5% | +177.1% | -159.6% | +2.6% |
| 3Y | +76.9% | +371.6% | -294.7% | +39.1% |
| 5Y | +83.6% | +21.9% | +61.7% | +60.2% |
| All | +196.9% | +467.1% | -270.2% | +113.9% |
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